VPure and Randomized Equilibria in the Stochastic von Neumann-Gale model
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- M A H Dempster & I V Evstigneev & M I Taksar, 2005.
"Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model,"
062005, University of Cambridge, Judge Business School, Centre for Financial Research.
- M. Dempster & I. Evstigneev & M. Taksar, 2006. "Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model," Annals of Finance, Springer, vol. 2(4), pages 327-355, October.
- Igor V. Evstigneev & Michal A. H. Dempster & Klaus R. Schenk-Hoppé, 2003. "Exponential growth of fixed-mix strategies in stationary asset markets," Finance and Stochastics, Springer, vol. 7(2), pages 263-276.
- Kreps, David M., 1990. "Game Theory and Economic Modelling," OUP Catalogue, Oxford University Press, number 9780198283812, March.
- Rubinstein, Ariel, 1991. "Comments on the Interpretation of Game Theory," Econometrica, Econometric Society, vol. 59(4), pages 909-24, July.
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