Repeated games with asymmetric information and random price fluctuations at finance markets
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Bibliographic InfoArticle provided by Springer in its journal International Journal of Game Theory.
Volume (Year): 36 (2007)
Issue (Month): 2 (October)
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Web page: http://link.springer.de/link/service/journals/00182/index.htm
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Alexandre Marino & Bernard De Meyer, 2005. "Continuous versus Discrete Market Games," Cowles Foundation Discussion Papers 1535, Cowles Foundation for Research in Economics, Yale University.
- De Meyer, Bernard, 2010.
"Price dynamics on a stock market with asymmetric information,"
Games and Economic Behavior,
Elsevier, vol. 69(1), pages 42-71, May.
- Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
- Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Levine's Bibliography 321307000000000841, UCLA Department of Economics.
- Domansky, V. & Kreps, V., 2011. "Game Theoretic Bidding Model: Strategic Aspects of Price Formation at Stock Markets," Journal of the New Economic Association, New Economic Association, issue 11, pages 39-62.
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