Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)
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Publication:705899
DOI10.1016/J.JMATECO.2003.09.001zbMATH Open1085.91025OpenAlexW2066375337MaRDI QIDQ705899FDOQ705899
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
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Cites Work
- The non-cooperative equilibria of a trading economy with complete markets and consistent prices
- The limit-price mechanism.
- A strategic market game with limit prices.
- Price-Quantity Strategic Market Games
- Stable Equilibria—A Reformulation
- Title not available (Why is that?)
- 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
- Equilibrium price formation with a major player and its mean field limit
- A strategic market game with limit prices.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Convergence to no arbitrage equilibria in market games.
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