Strategic pricing of commodities

DOI10.1080/13504860802639261MaRDI QIDQ5851721zbMATH OpenOpenAlexFDO

Authors Kurt Jörnsten, Jan Ubøe

Publication date 25 January 2010

Published in Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11250/298348

zbMATH Keywords

agent preferencesarbitrageurscommodity pricesefficient marketsstatistical equilibria

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• A statistical equilibrium theory of markets
• General representation theorems for efficient population behavior
• scientific article; zbMATH DE number 107616 (Why is no real title available?)

Cited in

(6)

• Robust pricing under strategic trading
• scientific article; zbMATH DE number 6672362 (Why is no real title available?)
• How market structure drives commodity prices
• scientific article; zbMATH DE number 5007568 (Why is no real title available?)
• Strategic commodity allocation
• Price suppression stimulation in a local market

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