Convergence of Markovian price processes in a financial market transaction model
Year of publication: |
April 2017
|
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Authors: | Xu, Xiaojing ; Ma, Jingpeng ; Xie, Xiaoping |
Subject: | Double auctions | Bubble and crash | Incremental subgradient methods | Sentiments | Walrasian equilibrium | Finanzmarkt | Financial market | Spekulationsblase | Bubbles | Allgemeines Gleichgewicht | General equilibrium | Auktionstheorie | Auction theory | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | Börsenkurs | Share price | Gleichgewichtstheorie | Equilibrium theory |
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