Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 40 (2004)
Issue (Month): 8 (December)
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- Weyers, Sonia, 2003. "A strategic market game with limit prices," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 39(5-6), pages 529-558, July.
- Schmeidler, David, 1980. "Walrasian Analysis via Strategic Outcome Functions," Econometrica, Econometric Society, Econometric Society, vol. 48(7), pages 1585-93, November.
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- Sonja Brangewitz & Gael Giraud, 2011. "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Working Papers, Bielefeld University, Center for Mathematical Economics 456, Bielefeld University, Center for Mathematical Economics.
- Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 12062r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
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