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Contests with a stochastic number of players

Lim, Wooyoung; Matros, Alexander - In: Games and economic behavior 67 (2009) 2, pp. 584-597

Persistent link: https://www.econbiz.de/10003909274

Lexicographic probability, conditional probability, and nonstandard probability

Halpern, Joseph Y. - In: Games and economic behavior 68 (2010) 1, pp. 155-179

Persistent link: https://www.econbiz.de/10003929760

Fictitious play in an evolutionary environment

Ramsza, Michal; Seymour, Robert M. - In: Games and economic behavior 68 (2010) 1, pp. 303-324

Persistent link: https://www.econbiz.de/10003929801

The possibility of impossible stairways : tail events and countable player sets

Voorneveld, Mark - In: Games and economic behavior 68 (2010) 1, pp. 403-410

Persistent link: https://www.econbiz.de/10003929847

Computing uniformly optimal strategies in two-player stochastic games

Solan, Eilon; Vieille, Nicolas - In: Economic theory : official journal of the Society for … 42 (2010) 1, pp. 237-253

Persistent link: https://www.econbiz.de/10003935571

Risk indifference pricing in jump diffusion markets

Øksendal, Bernt K.; Sulem, Agnès - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 619-637

Persistent link: https://www.econbiz.de/10003937165

Evolutionary finance and dynamic games

Amir, Rabah; Evstigneev, Igor V.; Hens, Thorsten; Xu, Le - 2009

The paper examines a game-theoretic evolutionary model of an asset market with endogenous equilibrium asset prices. Assets pay dividends that are partially consumed and partially reinvested. The investors use general, adaptive strategies (portfolio rules), distributing their wealth between...