Price dynamics on a stock market with asymmetric information

DOI10.1016/j.geb.2010.01.011zbMath1229.91128OpenAlexW3023379118MaRDI QIDQ972128

Bernard De Meyer

Publication date: 25 May 2010

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2010.01.011

zbMATH Keywords

repeated gamesincomplete informationprice dynamicsmartingales of maximal variation

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Multistage and repeated games (91A20) Portfolio theory (91G10)

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