Listagem por autor "Tourky, Rabee"
Itens para a visualização no momento 1-4 of 4
-
Games with discontinuous payoffs: A strengthening of Reny's existence theorem
McLennan, Andrew; Monteiro, P. K.; Tourky, Rabee
2011We provide a pure Nash equilibrium existence theorem for games with discontinuous payoffs whose hypotheses are in a number of ways weaker than those of the theorem of Reny (1999). In comparison with Reny's argument, our ... -
Non-marked options, non-existence of equilibria, and non-linear prices
Aliprantis, Charalambos D.; Monteiro, Paulo Klinger; Tourky, Rabee
2004This paper presents a surprising example that shows that the lattice theoretic properties in Mas-Colell's (1986) seminal work are relevant to the existence of equilibrium even when the commodity space is finite dimensional. ... -
Non-marketed options, non-existence of equilibria, and non-linear prices
Aliprantis, Charalambos D.; Monteiro, Paulo Klinger; Tourky, Rabee
2004-02This paper presents a surprising example that shows that the lattice theoretic properties in Mas-Colell's (1986) seminal work are relevant to the existence of equilibrium even when the commodity space is finite dimensional. ... -
On uniqueness of equilibrium in the Kyle Model
Mc Lennan, Andrew; Monteiro, P. K.; Tourky, Rabee
2014-12-27A longstanding unresolved question is whether the one-period Kyle Model of an informed trader and a noisily informed market maker has an equilibrium that is different from the closed-form solution derived by Kyle (1985). ...



