Optimal policies for scalpers as market makers in automated markets with Markovian price dynamics

Author(s)
Chazot, Christophe E.(Christophe Edge)
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Advisor
Peter J. Kempthorne.
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Description
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Civil Engineering, 1991.
 
Includes bibliographical references (leaves 101-104).
 
Date issued
1991
URI
https://hdl.handle.net/1721.1/129501
Department
Massachusetts Institute of Technology. Department of Civil and Environmental Engineering
Publisher
Massachusetts Institute of Technology
Keywords
Civil Engineering
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