On a variational sequential bargaining pricing scheme

DOI10.1080/02331934.2013.801475zbMATH Open1280.91079OpenAlexW2012829551MaRDI QIDQ5746728FDOQ5746728

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

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Behavioural and dynamical scenarios for contingent claims valuation in incomplete markets
• SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS
• A projected gradient dynamical system modelling the dynamics of bargaining

Cited In (4)

• 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

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