Non-marketed options, non-existence of equilibria, and non-linear prices.

Charalambos D. Aliprantis Paulo Klinger Monteiro Rabee Tourky

Published in: J. Econ. Theory (2004)

Keyphrases

long run
payoff functions
nash equilibria
option pricing
game theoretic
game theory
data sets
nash equilibrium
fixed point
database
social welfare
stochastic games
dynamic pricing
repeated games
neural network
complementarity problems
games with incomplete information