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Game-theoretic dynamic investment model with incomplete information:\n futures contracts

2018/08/15 by Oleg Malafeyev, Malafeyev, Oleg, Shulga Andrey +1
Business, Management and Accounting · Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #Economic and Technological Systems Analysis #Economic theories and models #Educational Technology and Optimization #FOS: Economics and business #Game Theory and Applications #Innovation Diffusion and Forecasting #Mathematical Finance (q-fin.MF) #Trading and Market Microstructure (q-fin.TR)

paper · pdf · doi:10.48550/arxiv.1808.05037

openalex publication_date 2018/08/15 · openalex created_date 2021/02/01 · openalex updated_date 2026/07/28

Abstract

Over the past few years, the futures market has been successfully developing\nin the North-West region. Futures markets are one of the most effective and\nliquid-visible trading mechanisms. A large number of buyers are forced to\ncompete with each other and raise their prices. A large number of sellers make\nthem reduce prices. Thus, the gap between the prices of offers of buyers and\nsellers is reduced due to high competition, and this is a good criterion for\nthe liquidity of the market. This high degree of liquidity contributed to the\nfact that futures trading took such an important role in commerce and finance.\nA multi-step, non-cooperative n persons game is formalized and studied\n

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