Game-theoretic dynamic investment model with incomplete information: futures contracts
Mathematical Finance
2018-08-16 v1 Trading and Market Microstructure
Abstract
Over the past few years, the futures market has been successfully developing in the North-West region. Futures markets are one of the most effective and liquid-visible trading mechanisms. A large number of buyers are forced to compete with each other and raise their prices. A large number of sellers make them reduce prices. Thus, the gap between the prices of offers of buyers and sellers is reduced due to high competition, and this is a good criterion for the liquidity of the market. This high degree of liquidity contributed to the fact that futures trading took such an important role in commerce and finance. A multi-step, non-cooperative n persons game is formalized and studied
Keywords
Cite
@article{arxiv.1808.05037,
title = {Game-theoretic dynamic investment model with incomplete information: futures contracts},
author = {Oleg Malafeyev and Shulga Andrey},
journal= {arXiv preprint arXiv:1808.05037},
year = {2018}
}