Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals Knut K. Aase OriginalPaper Pages: 15 - 31
Complementarity and Diagonal Dominance in Discounted Stochastic Games Rabah Amir OriginalPaper Pages: 39 - 56
Uncertain Product Quality, Optimal Pricing and Product Development Anthony Creane OriginalPaper Pages: 83 - 103
Monotone Methods for Markovian Equilibrium in Dynamic Economies Manjira DattaLeonard J. MirmanKevin L. Reffett OriginalPaper Pages: 117 - 144
Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L1,L∞〉 I.V. EvstigneevM.I. Taksar OriginalPaper Pages: 145 - 165
Price Expectations and Cobwebs Under Uncertainty Sjur Didrik FlåmYuri M. Kaniovski OriginalPaper Pages: 167 - 181
S-Adapted Oligopoly Equilibria and Approximations in Stochastic Variational Inequalities Alain HaurieFrancesco Moresino OriginalPaper Pages: 183 - 201
Strategic Experimentation in Financial Intermediation with Threat of Entry Neelam JainThomas D. JeitschkoLeonard J. Mirman OriginalPaper Pages: 203 - 227
Continuity Properties of Walras Equilibrium Points Alejandro JofréRoger J.-B. Wets OriginalPaper Pages: 229 - 243
Some General Results on Equilibrium Prices in Large Random Exchange Economies Mukul MajumdarVladimir Rotar OriginalPaper Pages: 245 - 261
Sample-Path Stability of Non-Stationary Dynamic Economic Systems Klaus Reiner Schenk-Hoppé OriginalPaper Pages: 263 - 280