Domansky, V.K. and Kreps, V.L., Revelation Moment of Insider Information at Biddings with Asymmetric Information of Agents, Obozr. Pril. Promyshl. Mat., 2007, vol. 14, no. 3, pp. 399–416.
Domansky, V.K. and Kreps, V.L., Game-theoretic Bidding Model: Strategic Aspects of Price Formation at Stock Markets, Zh. Novoi Ekonom. Assots., 2011, no. 11, pp. 39–62.
Sandomirskaia, M.S., Price of Sudden Revelation of Insider Information on Stock Market, Vestn. St.-Peterburg. Univ., Ser. 10, 2014, no. 1, pp. 120–127.
Aumann, R. and Maschler, M., Repeated Games with Incomplete Information, Cambridge: MIT Press, 1995.
De Meyer, B. and Moussa-Saley, H., On the Strategic Origin of Brownian Motion in Finance, Int. J. Game Theory, 2002, vol. 31, pp. 285–319.
De Meyer, B., Price Dynamics on a Stock Market with Asymmetric Information, Games Econom. Behav., 2010, vol. 69(1), pp. 42–71.
Domansky, V., Repeated Games with Asymmetric Information and Random Price Fluctuations at Finance Markets, Int. J. Game Theory, 2007, vol. 36(2), pp. 241–257.
Domansky, V., Symmetric Representations of Bivariate Distributions, Statist. Probab. Lett., 2013, vol. 83, pp. 1054–1061.
Domansky, V. and Kreps, V., Repeated Games with Asymmetric Information Modeling Financial Markets with Two Risky Assets, RAIRO-Oper. Res., 2013, vol. 47, pp. 251–272.
Kyle, A.S., Continuous Auctions and Insider Trading, Econometrica, 1985, vol. 53, pp. 1315–1335.