On a variational sequential bargaining pricing scheme

DOI10.1080/02331934.2013.801475MaRDI QIDQ5746728zbMATH OpenOpenAlexFDO

Authors S. Z. Xanthopoulos, N. Azevedo, D. Pinheiro, Athanasios Yannacopoulos

Publication date 7 February 2014

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2013.801475

zbMATH Keywords

incomplete marketssequential bargainingvariational schemereal asset pricing

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1323215 (Why is no real title available?)
• A projected gradient dynamical system modelling the dynamics of bargaining
• Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
• Microeconomic theory
• SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS

Cited in

(8)

• On agent's agreement and partial-equilibrium pricing in incomplete markets
• A projected gradient dynamical system modelling the dynamics of bargaining
• Contract pricing and utility sharing
• Optimization Methods in Mathematical Finance
• On efficiency of multistage channel with bargaining over wholesale prices
• Contingent claim pricing through a continuous time variational bargaining scheme
• Multi-parameter mechanism design and sequential posted pricing
• Minimum regret pricing of contingent claims in incomplete markets

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