Optimal policies for scalpers as market makers in automated markets with Markovian price dynamics
Name
24652726-MIT.pdf
Size
36.38 MB
Format
Adobe PDF
Checksum (MD5)
cabcc0372ef0783fa84673f8fd0eb030
Author(s)
Chazot, Christophe E.(Christophe Edge)
Advisor(s)
Peter J. Kempthorne.
Date Issued
1991
Publisher
Massachusetts Institute of Technology
Description
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Civil Engineering, 1991.
Includes bibliographical references (leaves 101-104).
Subjects
Civil Engineering
MIT Department
Massachusetts Institute of Technology. Department of Civil and Environmental Engineering
Terms of Use
MIT theses may be protected by copyright. Please reuse MIT thesis content according to the MIT Libraries Permissions Policy, which is available through the URL provided.
Persistent DSpace Link
