Details about Bernard De Meyer

Access statistics for papers by Bernard De Meyer.

Last updated 2011-05-24. Update your information in the RePEc Author Service.

Short-id: pde381

Working Papers

2009

1. Evaluating information in zero-sum games with incomplete information on both sides
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (2)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (5)

2007

2. Price Dynamics on a Stock Market with Asymmetric Information
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
   See also Journal Article Price dynamics on a stock market with asymmetric information, Games and Economic Behavior, Elsevier (2010) View citations (20) (2010)

2006

3. Competing for Customers in a Social Network
   Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (15)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2006) View citations (15)

2005

4. Continuous versus Discrete Market Games
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (6)
5. Duality and optimal strategies in the finitely repeated zero-sum games with incomplete information on both sides
   Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) View citations (5)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) View citations (5)

2004

6. Repeated market games with lack of information on both sides
   Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) View citations (4)

2000

7. On the strategic origin of Brownian motion in finance
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
   See also Journal Article On the strategic origin of Brownian motion in finance, International Journal of Game Theory, Springer (2003) View citations (20) (2003)

1997

8. Brownian games: uniqueness and regularity issues
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
9. “Cav u” and the dual game
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (4)

1996

10. The Maximal Variation of a Bounded Martingale and the Central Limit Theorem
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)

1995

11. A Bound for Continuous Martingales in a Cone
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
12. From Repeated Games to Brownian Games
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)

1994

13. A Note on Affine Aggregation
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (11)
    See also Journal Article A note on affine aggregation, Economics Letters, Elsevier (1995) View citations (63) (1995)

1993

14. Repeated Games and the Central Limit Theorem
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (14)

1989

15. REPEATED GAMES AND MULTIDIMENTIONAL NORMAL DISTRIBUTION
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Journal Articles

2010

1. Price dynamics on a stock market with asymmetric information
   Games and Economic Behavior, 2010, 69, (1), 42-71 View citations (20)
   See also Working Paper Price Dynamics on a Stock Market with Asymmetric Information, Cowles Foundation Discussion Papers (2007) View citations (6) (2007)

2003

2. A market game for assets and taxed investors
   Journal of Mathematical Economics, 2003, 39, (5-6), 657-675 View citations (5)
3. On the strategic origin of Brownian motion in finance
   International Journal of Game Theory, 2003, 31, (2), 285-319 View citations (20)
   See also Working Paper On the strategic origin of Brownian motion in finance, LIDAM Discussion Papers CORE (2000) View citations (9) (2000)

1995

4. A note on affine aggregation
   Economics Letters, 1995, 47, (2), 177-183 View citations (63)
   See also Working Paper A Note on Affine Aggregation, LIDAM Discussion Papers CORE (1994) View citations (11) (1994)