English, Article edition: STOCHASTIC MODEL OF THIN MARKET WITH AN INDIVISIBLE COMMODITY Martin Šmíd

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Bookmark: http://trove.nla.gov.au/version/197270
Physical Description
  • article
Language
  • English

Edition details

Title
  • STOCHASTIC MODEL OF THIN MARKET WITH AN INDIVISIBLE COMMODITY
Author
  • Martin Šmíd
Physical Description
  • article
Notes
  • In the paper, a thin market with an indivisible commodity, at which the market price is determined (by an organizer of the market) as the average price maximizing the traded volume, is modeled. Two models are presented - the first one with a finite, the second one with a possibly infinite number of participants. In both the cases, the joint distribution of the market price and the traded volume is derived.
  • thin market, market price, traded volume, stochastic models
  • RePEc:prg:jnlaop:v:2005:y:2005:i:1:id:140:p:94-100
Language
  • English
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