Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)

DOI10.1016/J.JMATECO.2003.09.001MaRDI QIDQ705899zbMATH OpenOpenAlexFDO

Authors Sonia Weyers

Publication date 16 February 2005

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2003.09.001

zbMATH Keywords

Nash equilibriumConvergenceLimit prices

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Noncooperative games (91A10)

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Cites work

• scientific article; zbMATH DE number 978458 (Why is no real title available?)
• A strategic market game with limit prices.
• Price-Quantity Strategic Market Games
• Stable Equilibria—A Reformulation
• The limit-price mechanism.
• The non-cooperative equilibria of a trading economy with complete markets and consistent prices
• Walrasian Analysis via Strategic Outcome Functions

Cited in

(11)

• A market game with symmetric limit orders
• On Competitive Market Mechanisms
• Limit theorems for markets with sequential bargaining
• Convergence of strategic behavior to price taking
• Perfect competition in an oligopoly (including bilateral monopoly)
• Repeated trade and the velocity of money
• A strategic market game with limit prices.
• Equilibrium price formation with a major player and its mean field limit
• scientific article; zbMATH DE number 1054809 (Why is no real title available?)
• scientific article; zbMATH DE number 1999234 (Why is no real title available?)
• Convergence to no arbitrage equilibria in market games.

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