Sun, Lan: Essays on two-player games with asymmetric information. 2016
Inhalt
- Contents
- 1 General Introduction
- 1.1 Price dynamics in financial markets with asymmetric information
- 1.2 Belief updating and equilibrium refinements in signalling games
- 1.3 Risk, ambiguity, and limit pricing
- 2 Two-player Trading Games in A Stock Market with Incomplete Information on One-and-a-half Sides
- 2.1 Introduction
- 2.2 Description of the 22 zero-sum game
- 2.3 Main Results
- 2.4 Discussion
- 2.5 Conclusion
- 3 Hypothesis Testing Equilibrium in Signaling Games
- 3.1 Introduction
- 3.2 Formulations and preliminaries
- 3.3 Hypothesis Testing Equilibrium
- 3.3.1 Definition of HTE in general signalling games
- 3.3.2 Properties of Hypothesis Testing Equilibrium
- 3.4 Existence of HTE
- 3.4.1 Definition, notations, and assumptions
- 3.4.2 Existence of HTE supported by a Hypothesis Testing model (, 0)
- 3.4.3 Uniqueness of constrained HTE
- 3.5 Comparison with Intuitive Criterion
- 3.6 HTE of the Milgrom-Roberts model
- 3.7 Conclusions
- 4 Entry Deterrence Games under Ambiguity
- 4.1 Introduction
- 4.2 Entry deterrence game under uncertainty on one side
- 4.2.1 Description of the game
- 4.2.2 Strategies and payoffs
- 4.2.3 Equilibrium Analysis
- 4.2.4 Discussion of the impact of ambiguity
- 4.3 Entry deterrence game with asymmetric information on uncertainty
- 4.3.1 Description of the asymmetric information structure
- 4.3.2 Strategies and payoffs
- 4.3.3 Equilibrium analysis
- 4.4 Welfare Analysis
- 4.5 Conclusions
- References