Equilibrium in the two-player, \(k\)-double auction with affiliated private values

DOI10.1016/j.jet.2006.06.004zbMath1186.91109MaRDI QIDQ996390

Ohad Kadan

Publication date: 14 September 2007

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2006.06.004

zbMATH Keywords

double auction; affiliation; private values; increasing strategies

Mathematics Subject Classification ID

91A05: 2-person games

91B26: Auctions, bargaining, bidding and selling, and other market models

Related Items

Information percolation in segmented markets, The effects of statistically dependent values on equilibrium strategies of bilateral \(k\)-double auctions, Reprint of: ``Information percolation in segmented markets, Price discovery using a double auction

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Efficient mechanisms for bilateral trading
• Efficient performance in two agent bargaining
• Equilibria of the sealed-bid mechanism for bargaining with incomplete information
• Bilateral trade with the sealed bid k-double auction: Existence and efficiency
• The robustness of the independent private value model in Bayesian mechanism design
• Existence of equilibrium in large double auctions
• Efficient bilateral trade with statistically dependent beliefs
• Bargaining under Incomplete Information
• Toward a Strategic Foundation for Rational Expectations Equilibrium
• The Rate of Convergence to Efficiency in the Buyer's Bid Double Auction as the Market Becomes Large
• Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
• Incentive Efficiency of Double Auctions
• Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions
• A Theory of Auctions and Competitive Bidding
• Correlated Information and Mecanism Design
• Convergence to Efficiency in a Simple Market with Incomplete Information
• Existence and Convergence of Equilibria in the Buyer's Bid Double Auction
• Efficiency of Large Double Auctions
• Existence of Equilibrium in Single and Double Private Value Auctions1
• The Optimality of a Simple Market Mechanism
• Ex post efficiency in the buyer's bid double auction when demand can be arbitrarily larger than supply