Proves existence and uniqueness of BNE in first-price auctions with discrete value distributions and provides a computation algorithm that avoids ODEs.
Auction choice.International Journal of Industrial Organization, 25(6):1269–1298
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Bayesian Nash Equilibrium in First-Price Auction with Discrete Value Distributions
Proves existence and uniqueness of BNE in first-price auctions with discrete value distributions and provides a computation algorithm that avoids ODEs.