Optimal policies for scalpers as market makers in automated markets with Markovian price dynamics
Author(s)Chazot, Christophe E.(Christophe Edge)
Peter J. Kempthorne.
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Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Civil Engineering, 1991.Includes bibliographical references (leaves 101-104).
DepartmentMassachusetts Institute of Technology. Department of Civil and Environmental Engineering
Massachusetts Institute of Technology