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Game-theoretic dynamic investment model with incomplete information: futures contracts

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Listed:
  • Oleg Malafeyev
  • Shulga Andrey

Abstract

Over the past few years, the futures market has been successfully developing in the North-West region. Futures markets are one of the most effective and liquid-visible trading mechanisms. A large number of buyers are forced to compete with each other and raise their prices. A large number of sellers make them reduce prices. Thus, the gap between the prices of offers of buyers and sellers is reduced due to high competition, and this is a good criterion for the liquidity of the market. This high degree of liquidity contributed to the fact that futures trading took such an important role in commerce and finance. A multi-step, non-cooperative n persons game is formalized and studied

Suggested Citation

  • Oleg Malafeyev & Shulga Andrey, 2018. "Game-theoretic dynamic investment model with incomplete information: futures contracts," Papers 1808.05037, arXiv.org.
    • Handle: RePEc:arx:papers:1808.05037
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    References listed on IDEAS

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