A Markov model for valuing asset prices in a dynamic bargaining market
Year of publication: |
2005
|
---|---|
Authors: | Kijima, Masaaki ; Uchida, Yoshihiko |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 5.2005, 3, p. 277-288
|
Publisher: |
Taylor & Francis Journals |
Subject: | Markov chain | Limiting distribution | Walrasian equilibrium | Market maker | Inventory | Irrational agents |
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