On the strategic origin of Brownian motion in finance
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- DE MEYER, Bernard & MOUSSA SALEY, Hadiza, 2000. "On the strategic origin of Brownian motion in finance," CORE Discussion Papers 2000057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
References listed on IDEAS
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- Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
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- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.
- Bernard De Meyer & Gaëtan Fournier, 2015.
"Price dynamics on a risk averse market with asymmetric information,"
Documents de travail du Centre d'Economie de la Sorbonne
15054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
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"Price dynamics on a stock market with asymmetric information,"
Games and Economic Behavior,
Elsevier, vol. 69(1), pages 42-71, May.
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"On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis,"
International Review of Financial Analysis,
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- Victor Domansky & Victoria Kreps, 2012. "Game-theoretic model of financial markets with two risky assets," HSE Working papers WP BRP 16/EC/2012, National Research University Higher School of Economics.
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- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
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More about this item
KeywordsInsider trading · game of incomplete information · Brownian Motion;
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