Asymptotic Glosten-Milgrom Equilibrium.

Cheng Li Hao Xing

Published in: SIAM J. Financial Math. (2015)

Keyphrases

nash equilibrium
game theory
variational inequalities
single commodity
games with incomplete information
laplace transform
expected values
market equilibrium
fictitious play
worst case
equilibrium point
real time
model selection
finite sample
cooperative
mixed strategy
image sequences
website
artificial intelligence