0433571 - ÚTIA 2015 RIV CZ eng C - Conference Paper (international conference)
Šmíd, MartinMarkov Equilibrium between High Frequency Traders.
International Scientific Conference Managing and Modelling of Financial Risks. Ostrava: VSB-TU Ostrava, 2014 - (Šmíd, M.), s. 781-786. ISBN 978-80-248-3631-7.
[International Scientific Conference Managing and Modelling of Financial Risks 2014 /7./. Ostrava (CZ), 08.09.2014-09.09.2014]
R&D Projects: GA ČR(CZ) GBP402/12/G097
Grant - others:European Social Fund(CZ) CZ.1.07/2.3.00/20.0296
Program: EE - Operační program Vzdělávání pro konkurenceschopnost (2007-2015)
Institutional support: RVO:67985556
Keywords : limit order market * Markov property * optimal trading
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2014/E/smid-0433571.pdf
Permanent Link: http://hdl.handle.net/11104/0237773
