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  • Search: subject:"Convexity property"
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Year of publication
Subject
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Bertrand oligopoly TU-games 2 Core 2 Convex concentration 1 Convexity property 1 Cooperative game 1 Kooperatives Spiel 1 Oligopol 1 Oligopoly 1 Shapley value 1 Shapley-Wert 1 Technologietransfer 1 Technology transfer 1 Theorie 1 Theory 1 Transferable technologies 1 Transferable utility 1 Transferierbarer Nutzen 1 convexity property 1 core 1 jump-diffusion processes 1 option prices 1 propagation of convexity property 1 transferable technologies 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Lardon, Aymeric 2 BRETON, JEAN-CHRISTOPHE 1 PRIVAULT, NICOLAS 1
Institution
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Groupe de REcherche en Droit, Économie, Gestion (GREDEG), Institut Supérieur d'Économie et Management (ISEM) 1
Published in...
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GREDEG Working Papers 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 The B.E. journal of theoretical economics 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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The core in Bertrand oligopoly TU-games with transferable technologies
Lardon, Aymeric - In: The B.E. journal of theoretical economics 20 (2020) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012170681
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A Partial Characterization of the Core in Bertrand Oligopoly TU-games with Transferable Technologies
Lardon, Aymeric - Groupe de REcherche en Droit, Économie, Gestion … - 2014
-approaches (Aumann 1959). Although the convexity property does not always hold, we show that it is satisfied when firms' marginal costs …
Persistent link: https://www.econbiz.de/10011031865
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Cover Image
BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS
BRETON, JEAN-CHRISTOPHE; PRIVAULT, NICOLAS - In: International Journal of Theoretical and Applied … 11 (2008) 06, pp. 597-610
components. Our proofs rely in general on the classical Kolmogorov equation argument and on the propagation of convexity property …
Persistent link: https://www.econbiz.de/10005060220
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