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Volumn 45, Issue 1, 2008, Pages 45-54

Law of large numbers for dynamic bargaining markets

Author keywords

Dynamic bargaining market; Functional law of large numbers; Market makers

Indexed keywords


EID: 43049093390     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1208358950     Document Type: Article
Times cited : (3)

References (10)
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    • (1999) Adv. Appl. Prob , vol.31 , pp. 199-219
    • CLARK, J.M.C.1    KATSOUROS, V.2
  • 4
    • 34250144062 scopus 로고
    • Critical dynamics and fluctuations for a mean-field model of cooperative behavior
    • DAWSON, D. (1985). Critical dynamics and fluctuations for a mean-field model of cooperative behavior. J. Statist. Phys. 31, 29-85.
    • (1985) J. Statist. Phys , vol.31 , pp. 29-85
    • DAWSON, D.1
  • 6
    • 0031373990 scopus 로고    scopus 로고
    • The propagation of chaos of multitype mean field interacting particle systems
    • FENG, S. (1997). The propagation of chaos of multitype mean field interacting particle systems. J. Appl. Prob. 34, 346-362.
    • (1997) J. Appl. Prob , vol.34 , pp. 346-362
    • FENG, S.1
  • 7
    • 0001909904 scopus 로고
    • Laws of large numbers for pairwise interacting particle systems
    • FERLAND, R. (1994). Laws of large numbers for pairwise interacting particle systems. Math. Models Meth. Appl. Sci. 4, 1-15.
    • (1994) Math. Models Meth. Appl. Sci , vol.4 , pp. 1-15
    • FERLAND, R.1
  • 9
    • 33645665761 scopus 로고    scopus 로고
    • Mean field convergence of a model of multiple TCP connections through a buffer implementing RED
    • MCDONALD, D. R. AND REYNIER, J. (2006). Mean field convergence of a model of multiple TCP connections through a buffer implementing RED. Ann. Appl. Prob. 16, 244-294.
    • (2006) Ann. Appl. Prob , vol.16 , pp. 244-294
    • MCDONALD, D.R.1    REYNIER, J.2
  • 10
    • 0001910944 scopus 로고
    • On some large systems of random particles which approximate scalar conservation laws
    • PERTHAME, B. AND PULVIRENTI, M. (1995). On some large systems of random particles which approximate scalar conservation laws. Asympt. Anal. 10, 263-278.
    • (1995) Asympt. Anal , vol.10 , pp. 263-278
    • PERTHAME, B.1    PULVIRENTI, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.