Pages that link to "Item:Q1414452"

The following pages link to On the strategic origin of Brownian motion in finance (Q1414452):

Displaying 12 items.

• A multistage exchange trading model with asymmetric information and elements of bargaining (Q290004) (← links)
• Price dynamics on a stock market with asymmetric information (Q972128) (← links)
• Strategic market games: an introduction. (Q1401104) (← links)
• A model of the functional state of participants of laboratory markets (Q1956939) (← links)
• Repeated games simulating exchange auction and recursive sequences (Q2017538) (← links)
• Bidding models and repeated games with incomplete information: a survey (Q2290314) (← links)
• Repeated games with asymmetric information and random price fluctuations at finance markets (Q2458427) (← links)
• On repeated zero-sum games with incomplete information and asymptotically bounded values (Q2636489) (← links)
• Repeated Bidding Games with Incomplete Information and Bounded Values: On the Exponential Speed of Convergence (Q2979995) (← links)
• (Q4603956) (← links)
• Repeated Games with Incomplete Information (Q5149732) (← links)
• Ambiguity and informativeness of (non-)trading (Q6665685) (← links)