Superreplication when trading at market indifference prices.
Peter BankSelim GökayPublished in: Finance Stochastics (2016)
Keyphrases
- market data
- electricity markets
- market participants
- foreign exchange
- financial markets
- technical indicators
- trading rules
- trading systems
- competitive market
- market prices
- electric power
- spot market
- futures market
- electronic markets
- market conditions
- trading strategies
- software agents
- market clearing
- trading agents
- bidding strategies
- stock exchange
- stock market
- online markets
- stock price
- agent mediated
- exchange rate
- market equilibrium
- double auction
- search costs
- dynamic pricing
- long run
- electronic commerce
- decision making