Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures. (English) Zbl 07761999 Quant. Finance 23, No. 10, 1411-1430 (2023). MSC: 91Gxx PDF BibTeX XML Cite \textit{S. Marzban} et al., Quant. Finance 23, No. 10, 1411--1430 (2023; Zbl 07761999) Full Text: DOI arXiv
Aradillas-Lopez, Andres Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics. (English) Zbl 07716493 Econom. Rev. 42, No. 2, 123-156 (2023). MSC: 62P20 PDF BibTeX XML Cite \textit{A. Aradillas-Lopez}, Econom. Rev. 42, No. 2, 123--156 (2023; Zbl 07716493) Full Text: DOI
Feng, Xin Information disclosure in all-pay contests with costly entry. (English) Zbl 07709707 Int. J. Game Theory 52, No. 2, 401-421 (2023). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91B26 91A05 91A10 91A15 91A27 PDF BibTeX XML Cite \textit{X. Feng}, Int. J. Game Theory 52, No. 2, 401--421 (2023; Zbl 07709707) Full Text: DOI
Prokopovych, Pavlo; Yannelis, Nicholas C. On monotone pure-strategy Bayesian-Nash equilibria of a generalized contest. (English) Zbl 1519.91133 Games Econ. Behav. 140, 348-362 (2023). MSC: 91B26 91A27 91A10 PDF BibTeX XML Cite \textit{P. Prokopovych} and \textit{N. C. Yannelis}, Games Econ. Behav. 140, 348--362 (2023; Zbl 1519.91133) Full Text: DOI
Barigou, Karim; Linders, Daniël; Yang, Fan Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. (English) Zbl 1511.91113 Scand. Actuar. J. 2023, No. 2, 191-217 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{K. Barigou} et al., Scand. Actuar. J. 2023, No. 2, 191--217 (2023; Zbl 1511.91113) Full Text: DOI arXiv
Liu, Bin; Lu, Jingfeng Optimal orchestration of rewards and punishments in rank-order contests. (English) Zbl 1508.91219 J. Econ. Theory 208, Article ID 105594, 44 p. (2023). MSC: 91B26 PDF BibTeX XML Cite \textit{B. Liu} and \textit{J. Lu}, J. Econ. Theory 208, Article ID 105594, 44 p. (2023; Zbl 1508.91219) Full Text: DOI
Nakajima, Katsushi Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield. (English) Zbl 1512.91135 Ann. Finance 18, No. 1, 35-80 (2022). MSC: 91G15 PDF BibTeX XML Cite \textit{K. Nakajima}, Ann. Finance 18, No. 1, 35--80 (2022; Zbl 1512.91135) Full Text: DOI
Carpenter, Jeffrey; Robbett, Andrea Game theory and behavior. (English) Zbl 07646007 Cambridge, MA: MIT Press (ISBN 978-0-262-04729-6/hbk). (2022). MSC: 91-01 91A10 91A12 91A35 91A18 91A20 91A27 91A22 91A80 91B26 91B18 91B14 91B12 PDF BibTeX XML
Han, Seungjin General competing mechanism games with strategy-proof punishment. (English) Zbl 1501.91023 J. Math. Econ. 102, Article ID 102728, 15 p. (2022). MSC: 91A27 91B43 PDF BibTeX XML Cite \textit{S. Han}, J. Math. Econ. 102, Article ID 102728, 15 p. (2022; Zbl 1501.91023) Full Text: DOI
Aoyagi, Masaki; Yoo, Seung Han Matching strategic agents on a two-sided platform. (English) Zbl 1498.91275 Games Econ. Behav. 135, 271-296 (2022). MSC: 91B68 91A27 PDF BibTeX XML Cite \textit{M. Aoyagi} and \textit{S. H. Yoo}, Games Econ. Behav. 135, 271--296 (2022; Zbl 1498.91275) Full Text: DOI
Wang, Zi; Wang, Xiaoling; Wang, Yuwen The metric generalized inverse and its single-value selection in the pricing of contingent claims in an incomplete financial market. (English) Zbl 1498.47004 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 4, 1681-1689 (2022). MSC: 47A05 47A57 47A58 91G30 PDF BibTeX XML Cite \textit{Z. Wang} et al., Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 4, 1681--1689 (2022; Zbl 1498.47004) Full Text: DOI
Echenique, Federico; Miyashita, Masaki; Nakamura, Yuta; Pomatto, Luciano; Vinson, Jamie Twofold multiprior preferences and failures of contingent reasoning. (English) Zbl 1492.91112 J. Econ. Theory 202, Article ID 105448, 39 p. (2022). MSC: 91B08 91B06 91B26 PDF BibTeX XML Cite \textit{F. Echenique} et al., J. Econ. Theory 202, Article ID 105448, 39 p. (2022; Zbl 1492.91112) Full Text: DOI arXiv
Gao, Rui; Li, Yaqiong; Bai, Yanfei Numerical pricing of exchange option with stock liquidity under Bayesian statistical method. (English) Zbl 07535593 Commun. Stat., Theory Methods 51, No. 10, 3312-3333 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Gao} et al., Commun. Stat., Theory Methods 51, No. 10, 3312--3333 (2022; Zbl 07535593) Full Text: DOI
Klose, Bettina; Schweinzer, Paul Auctioning risk: the all-pay auction under mean-variance preferences. (English) Zbl 1492.91146 Econ. Theory 73, No. 4, 881-916 (2022). MSC: 91B26 91A27 PDF BibTeX XML Cite \textit{B. Klose} and \textit{P. Schweinzer}, Econ. Theory 73, No. 4, 881--916 (2022; Zbl 1492.91146) Full Text: DOI
Mansour, Yishay; Slivkins, Alex; Syrgkanis, Vasilis; Wu, Zhiwei Steven Bayesian exploration: incentivizing exploration in Bayesian games. (English) Zbl 1493.91078 Oper. Res. 70, No. 2, 1105-1127 (2022). MSC: 91B43 91B44 91A27 PDF BibTeX XML Cite \textit{Y. Mansour} et al., Oper. Res. 70, No. 2, 1105--1127 (2022; Zbl 1493.91078) Full Text: DOI arXiv
Fujii, Masaaki; Takahashi, Akihiko Strong convergence to the mean field limit of a finite agent equilibrium. (English) Zbl 1489.91282 SIAM J. Financ. Math. 13, No. 2, 459-490 (2022). MSC: 91G30 91A16 91B69 PDF BibTeX XML Cite \textit{M. Fujii} and \textit{A. Takahashi}, SIAM J. Financ. Math. 13, No. 2, 459--490 (2022; Zbl 1489.91282) Full Text: DOI arXiv
Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea Beyond hazard rates: a new framework for credit-risk modelling. (English) Zbl 1489.91292 Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1-27 (2022). MSC: 91G40 91G20 PDF BibTeX XML Cite \textit{D. C. Brody} et al., in: Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1--27 (2022; Zbl 1489.91292) Full Text: DOI
Ivanova-Stenzel, Radosveta; Seres, Gyula Anchored strategic reasoning. (English) Zbl 1484.91070 Econ. Lett. 212, Article ID 110330, 5 p. (2022). MSC: 91A27 91B26 PDF BibTeX XML Cite \textit{R. Ivanova-Stenzel} and \textit{G. Seres}, Econ. Lett. 212, Article ID 110330, 5 p. (2022; Zbl 1484.91070) Full Text: DOI Link
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng Equal risk pricing and hedging of financial derivatives with convex risk measures. (English) Zbl 1484.91485 Quant. Finance 22, No. 1, 47-73 (2022). MSC: 91G20 91G70 90C39 60G40 PDF BibTeX XML Cite \textit{S. Marzban} et al., Quant. Finance 22, No. 1, 47--73 (2022; Zbl 1484.91485) Full Text: DOI arXiv
Ejaz, Muhammad; Joshi, Chaitanya; Joe, Stephen Adversarial risk analysis for first-price sealed-bid auctions. (English) Zbl 07752690 Aust. N. Z. J. Stat. 63, No. 2, 357-376 (2021). MSC: 91B26 91A27 PDF BibTeX XML Cite \textit{M. Ejaz} et al., Aust. N. Z. J. Stat. 63, No. 2, 357--376 (2021; Zbl 07752690) Full Text: DOI arXiv
Ivanov, Maxim Optimal monotone signals in Bayesian persuasion mechanisms. (English) Zbl 1482.91041 Econ. Theory 72, No. 3, 955-1000 (2021). MSC: 91A28 91A27 91B26 60E15 PDF BibTeX XML Cite \textit{M. Ivanov}, Econ. Theory 72, No. 3, 955--1000 (2021; Zbl 1482.91041) Full Text: DOI
Larsen, Bradley J. The efficiency of real-world bargaining: evidence from wholesale used-auto auctions. (English) Zbl 1481.91088 Rev. Econ. Stud. 88, No. 2, 851-882 (2021). MSC: 91B26 PDF BibTeX XML Cite \textit{B. J. Larsen}, Rev. Econ. Stud. 88, No. 2, 851--882 (2021; Zbl 1481.91088) Full Text: DOI Link
Carbonell-Nicolau, Oriol Perfect equilibria in games of incomplete information. (English) Zbl 1476.91025 Econ. Theory 71, No. 4, 1591-1648 (2021). MSC: 91A27 91A11 91B26 PDF BibTeX XML Cite \textit{O. Carbonell-Nicolau}, Econ. Theory 71, No. 4, 1591--1648 (2021; Zbl 1476.91025) Full Text: DOI Link
Peivandi, Ahmad; Vohra, Rakesh V. Instability of centralized markets. (English) Zbl 1478.91090 Econometrica 89, No. 1, 163-179 (2021). MSC: 91B26 91A27 91B03 PDF BibTeX XML Cite \textit{A. Peivandi} and \textit{R. V. Vohra}, Econometrica 89, No. 1, 163--179 (2021; Zbl 1478.91090) Full Text: DOI
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela Hawkes processes in insurance: risk model, application to empirical data and optimal investment. (English) Zbl 1475.91317 Insur. Math. Econ. 101, 107-124 (2021). MSC: 91G05 60G55 PDF BibTeX XML Cite \textit{A. Swishchuk} et al., Insur. Math. Econ. 101, 107--124 (2021; Zbl 1475.91317) Full Text: DOI
Chiu, Yen-Lin; Karni, Edi Competitive equilibrium fraud in markets for credence-goods. (English) Zbl 1471.91180 J. Math. Econ. 96, Article ID 102519, 14 p. (2021). MSC: 91B26 91A15 91A27 91A80 PDF BibTeX XML Cite \textit{Y.-L. Chiu} and \textit{E. Karni}, J. Math. Econ. 96, Article ID 102519, 14 p. (2021; Zbl 1471.91180) Full Text: DOI
Mostovyi, Oleksii Stability of the indirect utility process. (English) Zbl 1467.91164 SIAM J. Financ. Math. 12, No. 2, 641-671 (2021). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{O. Mostovyi}, SIAM J. Financ. Math. 12, No. 2, 641--671 (2021; Zbl 1467.91164) Full Text: DOI arXiv
Luo, Pengfei; Lu, Ting; Song, DanDan Real options for an entrepreneur with preferences for liquidity. (English) Zbl 1467.91208 Econ. Lett. 204, Article ID 109889, 5 p. (2021). MSC: 91G50 PDF BibTeX XML Cite \textit{P. Luo} et al., Econ. Lett. 204, Article ID 109889, 5 p. (2021; Zbl 1467.91208) Full Text: DOI
Schmitz, Patrick W. On the optimality of outsourcing when vertical integration can mitigate information asymmetries. (English) Zbl 1467.91059 Econ. Lett. 202, Article ID 109823, 5 p. (2021). MSC: 91B26 PDF BibTeX XML Cite \textit{P. W. Schmitz}, Econ. Lett. 202, Article ID 109823, 5 p. (2021; Zbl 1467.91059) Full Text: DOI
Hamaguchi, Yushi Time-inconsistent consumption-investment problems in incomplete markets under general discount functions. (English) Zbl 1467.91160 SIAM J. Control Optim. 59, No. 3, 2121-2146 (2021). MSC: 91G10 60H10 PDF BibTeX XML Cite \textit{Y. Hamaguchi}, SIAM J. Control Optim. 59, No. 3, 2121--2146 (2021; Zbl 1467.91160) Full Text: DOI arXiv
Crawford, Vincent P. Efficient mechanisms for level-\(k\) bilateral trading. (English) Zbl 1466.91070 Games Econ. Behav. 127, 80-101 (2021). MSC: 91B03 91B26 91A27 PDF BibTeX XML Cite \textit{V. P. Crawford}, Games Econ. Behav. 127, 80--101 (2021; Zbl 1466.91070) Full Text: DOI
Kunz, Andreas; Popp, Markus Economic neutral position: how to best replicate not fully replicable liabilities? (English) Zbl 1459.91161 Insur. Math. Econ. 96, 53-67 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Kunz} and \textit{M. Popp}, Insur. Math. Econ. 96, 53--67 (2021; Zbl 1459.91161) Full Text: DOI arXiv
Huang, Xuesong Incentive compatible self-fulfilling mechanisms and rational expectations. (English) Zbl 1458.91102 Games Econ. Behav. 126, 100-135 (2021). MSC: 91B26 91A27 91A80 PDF BibTeX XML Cite \textit{X. Huang}, Games Econ. Behav. 126, 100--135 (2021; Zbl 1458.91102) Full Text: DOI
Lee, Cheng Few; Zhong, Zhaodong; Tai, Tzu; Chuang, Hongwei Alternative methods for determining option bounds: a review and comparison. (English) Zbl 1454.91299 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 917-945 (2021). MSC: 91G20 60G40 60E15 90C05 62P05 PDF BibTeX XML Cite \textit{C. F. Lee} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 917--945 (2021; Zbl 1454.91299) Full Text: DOI
Guambe, Calisto; Kufakunesu, Rodwell Optimal investment-consumption and life insurance with capital constraints. (English) Zbl 07549055 Commun. Stat., Theory Methods 49, No. 3, 648-669 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{C. Guambe} and \textit{R. Kufakunesu}, Commun. Stat., Theory Methods 49, No. 3, 648--669 (2020; Zbl 07549055) Full Text: DOI arXiv
Feng, Xin Information disclosure on the contest mechanism. (English) Zbl 1457.91095 J. Math. Econ. 91, 148-156 (2020). MSC: 91A27 91B26 PDF BibTeX XML Cite \textit{X. Feng}, J. Math. Econ. 91, 148--156 (2020; Zbl 1457.91095) Full Text: DOI
Buchardt, Kristian; Furrer, Christian; Møller, Thomas Tax- and expense-modified risk-minimization for insurance payment processes. (English) Zbl 1454.91168 Scand. Actuar. J. 2020, No. 10, 934-961 (2020). MSC: 91G05 91B64 PDF BibTeX XML Cite \textit{K. Buchardt} et al., Scand. Actuar. J. 2020, No. 10, 934--961 (2020; Zbl 1454.91168) Full Text: DOI arXiv
Zhu, Shenghao Existence of stationary equilibrium in an incomplete-market model with endogenous labor supply. (English) Zbl 1454.91119 Int. Econ. Rev. 61, No. 3, 1115-1138 (2020). MSC: 91B39 91B50 PDF BibTeX XML Cite \textit{S. Zhu}, Int. Econ. Rev. 61, No. 3, 1115--1138 (2020; Zbl 1454.91119) Full Text: DOI
Jang, Bong-Gyu; Park, Seyoung; Zhao, Huainan Optimal retirement with borrowing constraints and forced unemployment risk. (English) Zbl 1452.91274 Insur. Math. Econ. 94, 25-39 (2020). MSC: 91G05 91B39 90C39 PDF BibTeX XML Cite \textit{B.-G. Jang} et al., Insur. Math. Econ. 94, 25--39 (2020; Zbl 1452.91274) Full Text: DOI Link
Hosoe, Moriki Incomplete contract, transaction-specific investment, and bargaining power. (English) Zbl 1452.91163 Hosoe, Moriki (ed.) et al., Applied economic analysis of information and risk. Singapore: Springer. 9-33 (2020). MSC: 91B26 91B41 PDF BibTeX XML Cite \textit{M. Hosoe}, in: Applied economic analysis of information and risk. Singapore: Springer. 9--33 (2020; Zbl 1452.91163) Full Text: DOI
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès European options in a nonlinear incomplete market model with default. (English) Zbl 1452.91308 SIAM J. Financ. Math. 11, No. 3, 849-880 (2020). MSC: 91G20 60H10 60G44 PDF BibTeX XML Cite \textit{M. Grigorova} et al., SIAM J. Financ. Math. 11, No. 3, 849--880 (2020; Zbl 1452.91308) Full Text: DOI
Bosshard, Vitor; Bünz, Benedikt; Lubin, Benjamin; Seuken, Sven Computing Bayes-Nash equilibria in combinatorial auctions with verification. (English) Zbl 1492.91139 J. Artif. Intell. Res. (JAIR) 69, 531-570 (2020). MSC: 91B26 91A27 91A68 PDF BibTeX XML Cite \textit{V. Bosshard} et al., J. Artif. Intell. Res. (JAIR) 69, 531--570 (2020; Zbl 1492.91139) Full Text: DOI arXiv
Parreiras, Sérgio O.; Rubinchik, Anna Ex ante heterogeneity in all-pay many-player auctions with Pareto distribution of costs. (English) Zbl 1452.91166 Econ. Theory 70, No. 3, 765-783 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91B26 91A27 60E15 PDF BibTeX XML Cite \textit{S. O. Parreiras} and \textit{A. Rubinchik}, Econ. Theory 70, No. 3, 765--783 (2020; Zbl 1452.91166) Full Text: DOI
Mostovyi, Oleksii; Sîrbu, Mihai Optimal investment and consumption with labor income in incomplete markets. (English) Zbl 1447.91162 Ann. Appl. Probab. 30, No. 2, 747-787 (2020). MSC: 91G10 93E20 91B16 PDF BibTeX XML Cite \textit{O. Mostovyi} and \textit{M. Sîrbu}, Ann. Appl. Probab. 30, No. 2, 747--787 (2020; Zbl 1447.91162) Full Text: DOI arXiv Euclid
Rüschendorf, L.; Vanduffel, Steven On the construction of optimal payoffs. (English) Zbl 1444.91201 Decis. Econ. Finance 43, No. 1, 129-153 (2020). MSC: 91G10 91B24 91B16 PDF BibTeX XML Cite \textit{L. Rüschendorf} and \textit{S. Vanduffel}, Decis. Econ. Finance 43, No. 1, 129--153 (2020; Zbl 1444.91201) Full Text: DOI
Ausubel, Lawrence M.; Baranov, Oleg Core-selecting auctions with incomplete information. (English) Zbl 1437.91213 Int. J. Game Theory 49, No. 1, 251-273 (2020). MSC: 91B26 91A27 PDF BibTeX XML Cite \textit{L. M. Ausubel} and \textit{O. Baranov}, Int. J. Game Theory 49, No. 1, 251--273 (2020; Zbl 1437.91213) Full Text: DOI
Ando, Sakai; Matsumura, Misaki Constrained inefficiency of competitive entrepreneurship. (English) Zbl 1437.91247 J. Math. Econ. 88, 98-103 (2020). MSC: 91B39 91B26 PDF BibTeX XML Cite \textit{S. Ando} and \textit{M. Matsumura}, J. Math. Econ. 88, 98--103 (2020; Zbl 1437.91247) Full Text: DOI
Negrelli, Sara Bubbles and persuasion with uncertainty over market sentiment. (English) Zbl 1437.91093 Games Econ. Behav. 120, 67-85 (2020). MSC: 91A26 91A27 91B24 PDF BibTeX XML Cite \textit{S. Negrelli}, Games Econ. Behav. 120, 67--85 (2020; Zbl 1437.91093) Full Text: DOI
Maschler, Michael; Solan, Eilon; Zamir, Shmuel Borns, Mike (ed.) Game theory. Translated from the Hebrew by Ziv Hellman and edited by Mike Borns. 2nd edition. (English) Zbl 1440.91002 Cambridge: Cambridge University Press (ISBN 978-1-108-49345-1/hbk; 978-1-108-82514-6/pbk; 978-1-108-63604-9/ebook). xxvi, 1025 p. (2020). MSC: 91-01 00A08 91A10 91A12 91A18 91A20 91A30 91A46 91A60 91B26 91B68 91-03 PDF BibTeX XML Cite \textit{M. Maschler} et al., Game theory. Translated from the Hebrew by Ziv Hellman and edited by Mike Borns. 2nd edition. Cambridge: Cambridge University Press (2020; Zbl 1440.91002) Full Text: DOI
Gu, Jia-Wen; Si, Shijing; Zheng, Harry Constrained utility deviation-risk optimization and time-consistent HJB equation. (English) Zbl 1436.49036 SIAM J. Control Optim. 58, No. 2, 866-894 (2020). MSC: 49L20 60H30 35F21 90C39 PDF BibTeX XML Cite \textit{J.-W. Gu} et al., SIAM J. Control Optim. 58, No. 2, 866--894 (2020; Zbl 1436.49036) Full Text: DOI
Mi, Hui; Xu, Lixia Optimal investment with derivatives and pricing in an incomplete market. (English) Zbl 1431.91402 J. Comput. Appl. Math. 368, Article ID 112522, 10 p. (2020). MSC: 91G20 91G10 93E20 PDF BibTeX XML Cite \textit{H. Mi} and \textit{L. Xu}, J. Comput. Appl. Math. 368, Article ID 112522, 10 p. (2020; Zbl 1431.91402) Full Text: DOI
Antoniou, Josephina Game theory, the Internet of Things and 5G networks. Utilizing game theoretic models to characterize challenging scenarios. (English) Zbl 1435.91003 EAI/Springer Innovations in Communication and Computing. Cham: Springer (ISBN 978-3-030-16843-8/hbk; 978-3-030-16846-9/pbk; 978-3-030-16844-5/ebook). vii, 110 p. (2020). Reviewer: Agnieszka Rusinowska (Paris) MSC: 91-02 91A12 91A20 91A27 91A80 91B16 91B26 90B18 68M10 68M11 PDF BibTeX XML Cite \textit{J. Antoniou}, Game theory, the Internet of Things and 5G networks. Utilizing game theoretic models to characterize challenging scenarios. Cham: Springer (2020; Zbl 1435.91003) Full Text: DOI
Eyraud-Loisel, Anne How does asymmetric information create market incompleteness? (English) Zbl 1429.91318 Methodol. Comput. Appl. Probab. 21, No. 2, 531-538 (2019). MSC: 91G20 60G44 60H10 PDF BibTeX XML Cite \textit{A. Eyraud-Loisel}, Methodol. Comput. Appl. Probab. 21, No. 2, 531--538 (2019; Zbl 1429.91318) Full Text: DOI HAL
Barbieri, Stefano; Kovenock, Dan; Malueg, David A.; Topolyan, Iryna Group contests with private information and the “weakest link”. (English) Zbl 1429.91170 Games Econ. Behav. 118, 382-411 (2019). MSC: 91B26 91A28 91A27 PDF BibTeX XML Cite \textit{S. Barbieri} et al., Games Econ. Behav. 118, 382--411 (2019; Zbl 1429.91170) Full Text: DOI
Gallin, Joshua; Verbrugge, Randal J. A theory of sticky rents: search and bargaining with incomplete information. (English) Zbl 1422.91305 J. Econ. Theory 183, 478-519 (2019). MSC: 91B26 91B24 91A20 PDF BibTeX XML Cite \textit{J. Gallin} and \textit{R. J. Verbrugge}, J. Econ. Theory 183, 478--519 (2019; Zbl 1422.91305) Full Text: DOI Link
Takasago, Takao Control rights in complex partnerships revisited. (English) Zbl 1420.91124 Econ. Lett. 183, Article ID 108587, 4 p. (2019). MSC: 91B26 91B32 91B18 PDF BibTeX XML Cite \textit{T. Takasago}, Econ. Lett. 183, Article ID 108587, 4 p. (2019; Zbl 1420.91124) Full Text: DOI
Schmitz, Patrick W. Incomplete contracts, limited liability, and the optimality of joint ownership. (English) Zbl 1420.91174 Econ. Lett. 183, Article ID 108558, 4 p. (2019). MSC: 91B38 91B40 PDF BibTeX XML Cite \textit{P. W. Schmitz}, Econ. Lett. 183, Article ID 108558, 4 p. (2019; Zbl 1420.91174) Full Text: DOI
Alvarez, Francisco; Mazón, Cristina; André, Francisco Javier Assigning pollution permits: are uniform auctions efficient? (English) Zbl 1422.91286 Econ. Theory 67, No. 1, 211-248 (2019). MSC: 91B26 91B76 91A80 PDF BibTeX XML Cite \textit{F. Alvarez} et al., Econ. Theory 67, No. 1, 211--248 (2019; Zbl 1422.91286) Full Text: DOI Link
Guasoni, Paolo; Wang, Gu Consumption and investment with interest rate risk. (English) Zbl 1411.91504 J. Math. Anal. Appl. 476, No. 1, 215-239 (2019). MSC: 91G10 91G30 PDF BibTeX XML Cite \textit{P. Guasoni} and \textit{G. Wang}, J. Math. Anal. Appl. 476, No. 1, 215--239 (2019; Zbl 1411.91504) Full Text: DOI
Rud, Olga A.; Rabanal, Jean Paul; Sharifova, Manizha An experiment on the efficiency of bilateral exchange under incomplete markets. (English) Zbl 1419.91201 Games Econ. Behav. 114, 253-267 (2019). MSC: 91A90 91B50 91B24 PDF BibTeX XML Cite \textit{O. A. Rud} et al., Games Econ. Behav. 114, 253--267 (2019; Zbl 1419.91201) Full Text: DOI
Ghosh, Gagan; Liu, Heng Sequential second-price auctions with private budgets. (English) Zbl 1419.91327 Games Econ. Behav. 113, 611-632 (2019). MSC: 91B26 PDF BibTeX XML Cite \textit{G. Ghosh} and \textit{H. Liu}, Games Econ. Behav. 113, 611--632 (2019; Zbl 1419.91327) Full Text: DOI
Hur, Seok-Kyun; Chung, Chune Young The distribution of betas in presence of nontraded assets. (English) Zbl 1411.91509 Bull. Econ. Res. 71, No. 1, 90-112 (2019). MSC: 91G10 PDF BibTeX XML Cite \textit{S.-K. Hur} and \textit{C. Y. Chung}, Bull. Econ. Res. 71, No. 1, 90--112 (2019; Zbl 1411.91509) Full Text: DOI
Chong, Wing Fung; Hu, Ying; Liang, Gechun; Zariphopoulou, Thaleia An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. (English) Zbl 1435.91200 Finance Stoch. 23, No. 1, 239-273 (2019). Reviewer: Tamás Mátrai (Edinburgh) MSC: 91G70 60H10 91G80 PDF BibTeX XML Cite \textit{W. F. Chong} et al., Finance Stoch. 23, No. 1, 239--273 (2019; Zbl 1435.91200) Full Text: DOI arXiv
Bacharach, Michael Economics and the theory of games. (English) Zbl 1501.91001 Boca Raton, FL: CRC Press (ISBN 978-0-367-02187-0/hbk; 978-0-367-17174-2/pbk; 978-0-429-05173-9/ebook). ix, 163 p. (2018). MSC: 91-01 91A80 91A27 91A28 91A20 91A18 91B03 91B26 91B54 91B18 91B39 PDF BibTeX XML Cite \textit{M. Bacharach}, Economics and the theory of games. Boca Raton, FL: CRC Press (2018; Zbl 1501.91001) Full Text: DOI
Zhong, Feimin; Xie, Jinxing; Jiao, Jing Solutions for bargaining games with incomplete information: general type space and action space. (English) Zbl 1412.91002 J. Ind. Manag. Optim. 14, No. 3, 953-966 (2018). MSC: 91A12 91B26 PDF BibTeX XML Cite \textit{F. Zhong} et al., J. Ind. Manag. Optim. 14, No. 3, 953--966 (2018; Zbl 1412.91002) Full Text: DOI
Hafalir, Isa E.; Hakimov, Rustamdjan; Kübler, Dorothea; Kurino, Morimitsu College admissions with entrance exams: centralized versus decentralized. (English) Zbl 1419.91526 J. Econ. Theory 176, 886-934 (2018). MSC: 91B68 91B26 91A90 PDF BibTeX XML Cite \textit{I. E. Hafalir} et al., J. Econ. Theory 176, 886--934 (2018; Zbl 1419.91526) Full Text: DOI Link
Mostovyi, Oleksii Optimal consumption of multiple goods in incomplete markets. (English) Zbl 1417.91472 J. Appl. Probab. 55, No. 3, 810-822 (2018). MSC: 91G10 93E20 60G48 49N15 PDF BibTeX XML Cite \textit{O. Mostovyi}, J. Appl. Probab. 55, No. 3, 810--822 (2018; Zbl 1417.91472) Full Text: DOI arXiv
Koska, Onur A.; Onur, Ilke; Stähler, Frank The scope of auctions in the presence of downstream interactions and information externalities. (English) Zbl 1417.91242 J. Econ. 125, No. 2, 107-136 (2018). MSC: 91B26 PDF BibTeX XML Cite \textit{O. A. Koska} et al., J. Econ. 125, No. 2, 107--136 (2018; Zbl 1417.91242) Full Text: DOI Link
Bottazzi, Giulio; Dindo, Pietro; Giachini, Daniele Long-run heterogeneity in an exchange economy with fixed-mix traders. (English) Zbl 1416.91306 Econ. Theory 66, No. 2, 407-447 (2018). MSC: 91B69 91B50 91B25 PDF BibTeX XML Cite \textit{G. Bottazzi} et al., Econ. Theory 66, No. 2, 407--447 (2018; Zbl 1416.91306) Full Text: DOI Link
Leung, Melvern; Fung, Man Chung; O’Hare, Colin A comparative study of pricing approaches for longevity instruments. (English) Zbl 1416.91200 Insur. Math. Econ. 82, 95-116 (2018). MSC: 91B30 91G20 91-04 62P05 PDF BibTeX XML Cite \textit{M. Leung} et al., Insur. Math. Econ. 82, 95--116 (2018; Zbl 1416.91200) Full Text: DOI
Attar, Andrea; Campioni, Eloisa; Piaser, Gwenaël On competing mechanisms under exclusive competition. (English) Zbl 1416.91015 Games Econ. Behav. 111, 1-15 (2018). MSC: 91A10 91B26 91B30 PDF BibTeX XML Cite \textit{A. Attar} et al., Games Econ. Behav. 111, 1--15 (2018; Zbl 1416.91015) Full Text: DOI Link
Chatterjee, Kalyan; Das, Kaustav Bilateral trading with incomplete information and price convergence in a small market: the continuous support case. (English) Zbl 1397.91249 Econ. Lett. 163, 118-120 (2018). MSC: 91B26 PDF BibTeX XML Cite \textit{K. Chatterjee} and \textit{K. Das}, Econ. Lett. 163, 118--120 (2018; Zbl 1397.91249) Full Text: DOI Link
Tsoy, Anton Alternating-offer bargaining with the global games information structure. (English) Zbl 1396.91282 Theor. Econ. 13, No. 2, 869-931 (2018). MSC: 91B26 91A20 PDF BibTeX XML Cite \textit{A. Tsoy}, Theor. Econ. 13, No. 2, 869--931 (2018; Zbl 1396.91282) Full Text: DOI
Chau, Huy N.; Runggaldier, Wolfgang J.; Tankov, Peter Arbitrage and utility maximization in market models with an insider. (English) Zbl 1396.91232 Math. Financ. Econ. 12, No. 4, 589-614 (2018). MSC: 91B26 91B16 60G44 PDF BibTeX XML Cite \textit{H. N. Chau} et al., Math. Financ. Econ. 12, No. 4, 589--614 (2018; Zbl 1396.91232) Full Text: DOI arXiv Link
St-Pierre, Marc A note on multiplicative uncertainty and shareholders’ unanimity. (English) Zbl 1416.91261 J. Math. Econ. 77, 54-58 (2018). MSC: 91B50 PDF BibTeX XML Cite \textit{M. St-Pierre}, J. Math. Econ. 77, 54--58 (2018; Zbl 1416.91261) Full Text: DOI
Uren, Lawrence The redistributive role of unemployment benefits. (English) Zbl 1401.91440 J. Econ. Dyn. Control 90, 236-258 (2018). MSC: 91B64 91B40 PDF BibTeX XML Cite \textit{L. Uren}, J. Econ. Dyn. Control 90, 236--258 (2018; Zbl 1401.91440) Full Text: DOI Link
Dokuchaev, Nikolai On the implied market price of risk under the stochastic numéraire. (English) Zbl 1397.91568 Ann. Finance 14, No. 2, 223-251 (2018). MSC: 91G20 60H30 PDF BibTeX XML Cite \textit{N. Dokuchaev}, Ann. Finance 14, No. 2, 223--251 (2018; Zbl 1397.91568) Full Text: DOI Link
Robertson, Scott; Spiliopoulos, Konstantinos Indifference pricing for contingent claims: large deviations effects. (English) Zbl 1403.91324 Math. Finance 28, No. 1, 335-371 (2018). MSC: 91G10 60G44 60F10 PDF BibTeX XML Cite \textit{S. Robertson} and \textit{K. Spiliopoulos}, Math. Finance 28, No. 1, 335--371 (2018; Zbl 1403.91324) Full Text: DOI arXiv
Azevedo, N.; Pinheiro, D.; Xanthopoulos, S. Z.; Yannacopoulos, A. N. Contingent claim pricing through a continuous time variational bargaining scheme. (English) Zbl 1404.91254 Ann. Oper. Res. 260, No. 1-2, 95-112 (2018). MSC: 91G20 91B26 PDF BibTeX XML Cite \textit{N. Azevedo} et al., Ann. Oper. Res. 260, No. 1--2, 95--112 (2018; Zbl 1404.91254) Full Text: DOI Link
Chesher, Andrew; Rosen, Adam M. Generalized instrumental variable models. (English) Zbl 1410.62199 Econometrica 85, No. 3, 959-989 (2017). MSC: 62P20 91B26 62N01 PDF BibTeX XML Cite \textit{A. Chesher} and \textit{A. M. Rosen}, Econometrica 85, No. 3, 959--989 (2017; Zbl 1410.62199) Full Text: DOI
Zhao, Lin; van Wijnbergen, Sweder Decision-making in incomplete markets with ambiguity – a case study of a gas field acquisition. (English) Zbl 1402.91884 Quant. Finance 17, No. 11, 1759-1782 (2017). MSC: 91G50 90C15 90C39 PDF BibTeX XML Cite \textit{L. Zhao} and \textit{S. van Wijnbergen}, Quant. Finance 17, No. 11, 1759--1782 (2017; Zbl 1402.91884) Full Text: DOI
Xiao, Yan; Li, Deng-Feng Bargaining model of mutual deterrence among three players with incomplete information. (English) Zbl 1417.91015 Li, Dong-Feng (ed.) et al., Game theory and applications. 3rd joint China-Dutch workshop and 7th China meeting, GTA 2016, Fuzhou, China, November 20–23, 2016. Revised selected papers. Singapore: Springer. Commun. Comput. Inf. Sci. 758, 40-52 (2017). MSC: 91A06 91A12 91B26 PDF BibTeX XML Cite \textit{Y. Xiao} and \textit{D.-F. Li}, Commun. Comput. Inf. Sci. 758, 40--52 (2017; Zbl 1417.91015) Full Text: DOI
Chau, Huy N.; Cosso, Andrea; Fontana, Claudio; Mostovyi, Oleksii Optimal investment with intermediate consumption under no unbounded profit with bounded risk. (English) Zbl 1416.91344 J. Appl. Probab. 54, No. 3, 710-719 (2017). MSC: 91G10 93E20 60G48 PDF BibTeX XML Cite \textit{H. N. Chau} et al., J. Appl. Probab. 54, No. 3, 710--719 (2017; Zbl 1416.91344) Full Text: DOI arXiv Link
Xiao, Yan; Li, Dengfeng Bargaining model of mutual deterrence among three players with incomplete information situations. (Chinese. English summary) Zbl 1399.91009 J. Syst. Eng. 32, No. 5, 604-612 (2017). MSC: 91A12 91A06 91B26 PDF BibTeX XML Cite \textit{Y. Xiao} and \textit{D. Li}, J. Syst. Eng. 32, No. 5, 604--612 (2017; Zbl 1399.91009) Full Text: DOI
Xia, Pengcheng The minimal symmetric \(\kappa \) entropy martingale measure and valuation problem of incomplete market. (Chinese. English summary) Zbl 1389.91034 J. Hubei Univ., Nat. Sci. 39, No. 4, 429-436 (2017). MSC: 91B16 60G46 PDF BibTeX XML Cite \textit{P. Xia}, J. Hubei Univ., Nat. Sci. 39, No. 4, 429--436 (2017; Zbl 1389.91034) Full Text: DOI
Wang, Wensheng On discrete time hedging errors in a fractional Black-Scholes model. (English) Zbl 1389.91115 Appl. Math., Ser. B (Engl. Ed.) 32, No. 2, 211-224 (2017). MSC: 91G20 60G22 62P05 PDF BibTeX XML Cite \textit{W. Wang}, Appl. Math., Ser. B (Engl. Ed.) 32, No. 2, 211--224 (2017; Zbl 1389.91115) Full Text: DOI
Chatterjee, Kalyan; Das, Kaustav Bilateral trading and incomplete information: price convergence in a small market. (English) Zbl 1414.91148 Games Econ. Behav. 106, 89-113 (2017). MSC: 91B26 91A12 PDF BibTeX XML Cite \textit{K. Chatterjee} and \textit{K. Das}, Games Econ. Behav. 106, 89--113 (2017; Zbl 1414.91148) Full Text: DOI Link
Tardelli, Paola Recursive backward scheme for the solution of a BSDE with a non Lipschitz generator. (English) Zbl 1414.91391 Probab. Eng. Inf. Sci. 31, No. 2, 207-225 (2017). MSC: 91G20 91G40 60H10 60J75 PDF BibTeX XML Cite \textit{P. Tardelli}, Probab. Eng. Inf. Sci. 31, No. 2, 207--225 (2017; Zbl 1414.91391) Full Text: DOI
Gavious, Arieh; Segev, Ella Price discrimination based on buyers’ purchase history. (English) Zbl 1391.91098 Dyn. Games Appl. 7, No. 2, 229-265 (2017). MSC: 91B26 PDF BibTeX XML Cite \textit{A. Gavious} and \textit{E. Segev}, Dyn. Games Appl. 7, No. 2, 229--265 (2017; Zbl 1391.91098) Full Text: DOI
Deaconu, Madalina; Lejay, Antoine; Salhi, Khaled Approximation of CVaR minimization for hedging under exponential-Lévy models. (English) Zbl 1367.91201 J. Comput. Appl. Math. 326, 171-182 (2017). MSC: 91G70 60G51 91G20 65T50 PDF BibTeX XML Cite \textit{M. Deaconu} et al., J. Comput. Appl. Math. 326, 171--182 (2017; Zbl 1367.91201) Full Text: DOI Link
Getachew, Yoseph Yilma Idiosyncratic and aggregate risks, inequality and growth. (English) Zbl 1367.91128 Bull. Econ. Res. 69, No. 2, 109-123 (2017). MSC: 91B62 PDF BibTeX XML Cite \textit{Y. Y. Getachew}, Bull. Econ. Res. 69, No. 2, 109--123 (2017; Zbl 1367.91128) Full Text: DOI Link
Cao, Xi-Ren; Wan, Xiangwei Sensitivity analysis of nonlinear behavior with distorted probability. (English) Zbl 1390.91130 Math. Finance 27, No. 1, 115-150 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B16 91G10 PDF BibTeX XML Cite \textit{X.-R. Cao} and \textit{X. Wan}, Math. Finance 27, No. 1, 115--150 (2017; Zbl 1390.91130) Full Text: DOI
Park, Sang-Hyeon; Lee, Kiseop Insiders’ hedging in a stochastic volatility model. (English) Zbl 1433.91179 IMA J. Manag. Math. 27, No. 2, 281-295 (2016). MSC: 91G20 60H30 91B44 91B70 PDF BibTeX XML Cite \textit{S.-H. Park} and \textit{K. Lee}, IMA J. Manag. Math. 27, No. 2, 281--295 (2016; Zbl 1433.91179) Full Text: DOI
Stanton, Christopher T.; Thomas, Catherine Landing the first job: the value of intermediaries in online hiring. (English) Zbl 1405.91336 Rev. Econ. Stud. 83, No. 2, 810-854 (2016). MSC: 91B40 PDF BibTeX XML Cite \textit{C. T. Stanton} and \textit{C. Thomas}, Rev. Econ. Stud. 83, No. 2, 810--854 (2016; Zbl 1405.91336) Full Text: DOI Link
Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella From insurance risk to credit portfolio management: a new approach to pricing CDOs. (English) Zbl 1400.91239 Quant. Finance 16, No. 10, 1495-1510 (2016). MSC: 91B30 91G20 91G40 PDF BibTeX XML Cite \textit{A. Andreoli} et al., Quant. Finance 16, No. 10, 1495--1510 (2016; Zbl 1400.91239) Full Text: DOI
Kučinskas, Simas When are banks better than markets? Comment on Zimper (2013). (English) Zbl 1398.91710 Econ. Lett. 147, 171-173 (2016). MSC: 91G99 91B30 PDF BibTeX XML Cite \textit{S. Kučinskas}, Econ. Lett. 147, 171--173 (2016; Zbl 1398.91710) Full Text: DOI
Chen, Jing; Micali, Silvio Leveraging possibilistic beliefs in unrestricted combinatorial auctions. (English) Zbl 1406.91163 Games 7, No. 4, Paper No. 32, 19 p. (2016). MSC: 91B26 91A18 PDF BibTeX XML Cite \textit{J. Chen} and \textit{S. Micali}, Games 7, No. 4, Paper No. 32, 19 p. (2016; Zbl 1406.91163) Full Text: DOI
Widmer, Tobias; Leukel, Joerg Efficiency of electronic service allocation with privately known quality. (English) Zbl 1394.91180 Eur. J. Oper. Res. 255, No. 3, 856-868 (2016). MSC: 91B26 91B68 PDF BibTeX XML Cite \textit{T. Widmer} and \textit{J. Leukel}, Eur. J. Oper. Res. 255, No. 3, 856--868 (2016; Zbl 1394.91180) Full Text: DOI
Xanthopoulos, Stylianos Z. Relative entropy criterion and CAPM-like pricing. (English) Zbl 1407.91240 Pinto, Alberto A. (ed.) et al., Trends in mathematical economics. Dialogues between Southern Europe and Latin America. Selected papers based on the presentations at the conferences: 3rd international conference on dynamics, games and science, DGS III, on the occasion of the 50th birthday of Alberto A. Pinto, Porto, Portugal, February 17–21, 2014, the 1st Hellenic-Portuguese meeting on mathematical economics, AUEB, Athens, Greece, and the XV Jornadas Latinoamericanas de Teoría Económica, JOLATE, Guanajuato, México. Cham: Springer. 369-379 (2016). MSC: 91G10 91G80 60G42 PDF BibTeX XML Cite \textit{S. Z. Xanthopoulos}, in: Trends in mathematical economics. Dialogues between Southern Europe and Latin America. Selected papers based on the presentations at the conferences: 3rd international conference on dynamics, games and science, DGS III, on the occasion of the 50th birthday of Alberto A. Pinto, Porto, Portugal, February 17--21, 2014, the 1st Hellenic-Portuguese meeting on mathematical economics, AUEB, Athens, Greece, and the XV Jornadas Latinoamericanas de Teoría Económica, JOLATE, Guanajuato, México. Cham: Springer. 369--379 (2016; Zbl 1407.91240) Full Text: DOI
Sharma, S. C.; Kumar, Ganesh Mathematical modelling to get benefits under incomplete information between employees. (English) Zbl 1355.91052 J. Indian Acad. Math. 38, No. 1, 45-56 (2016). MSC: 91B40 91A80 91B24 PDF BibTeX XML Cite \textit{S. C. Sharma} and \textit{G. Kumar}, J. Indian Acad. Math. 38, No. 1, 45--56 (2016; Zbl 1355.91052)