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Potential games in volatile environments

Staudigl, Mathias - In: Games and economic behavior 72 (2011) 1, pp. 271-287

Persistent link: https://www.econbiz.de/10009243211

Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility

Zhang, Yumo - 2022

This paper investigates the optimal asset-liability management problems for two managers subject to relative performance concerns in the presence of stochastic inflation and stochastic volatility. The objective of the two managers is to maximize the expected utility of their relative terminal...

Persistent link: https://www.econbiz.de/10014237372

Effects of demand shock and its volatility on oligopolistic pricing

Cho, Sung-jin - In: Journal of economic research 10 (2005) 1, pp. 49-71

Persistent link: https://www.econbiz.de/10003075079

Absicherung von Preis- und Wechselkursrisiken in volatilen Märkten : am Beispiel der Halbleiterindustrie

Ulukut, Cem - 2008

Persistent link: https://www.econbiz.de/10003697289

Price and inventory dynamics in an oligopoly industry : a framework for commodity markets

Steinmetz, Alexander (contributor) - 2010

This paper analyzes the interaction between price and inventory decisions in an oligopoly industry and its implications … endogenous prices and strategic oligopoly competition. We show that the optimal decision rule is an (S, s) order policy and … markets and especially observed autocorrelation in price fluctuations. -- Inventory dynamics ; price competition ; oligopoly …

Persistent link: https://www.econbiz.de/10003961661

Price and inventory dynamics in an oligopoly industry : a framework for commodity markets

Steinmetz, Alexander - 2010

This paper analyzes the interaction between price and inventory decisions in an oligopoly industry and its implications … endogenous prices and strategic oligopoly competition. We show that the optimal decision rule is an (S, s) order policy and … markets and especially observed autocorrelation in price fluctuations. -- inventory dynamics ; price competition ; oligopoly …