Game-theoretic model of financial markets with two risky assets
Year of publication: |
2012
|
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Authors: | Domansky, Victor ; Kreps, Victoria |
Institutions: | National Research University Higher School of Economics |
Subject: | financial market | random walk of prices | asymmetric information | repeated game | optimal strategy | extreme points of convex sets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in WP BRP Series: Economics / EC, July 2012, pages 1-28 Number WP BRP 16/EC/2012 28 pages |
Classification: | C72 - Noncooperative Games ; C73 - Stochastic and Dynamic Games ; D44 - Auctions |
Source: |
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