0483753 - ÚTIA 2018 RIV CZ eng J - Journal Article
Šmíd, Martin - Kopa, Miloš
Dynamic Model of Market with Uninformed Market Maker.
Kybernetika. Roč. 53, č. 5 (2017), s. 922-958. ISSN 0023-5954
R&D Projects: GA ČR(CZ) GBP402/12/G097
Institutional support: RVO:67985556
Keywords : market maker * optimal decision * price and inventory * high frequency data * dynamic model
OECD category: Statistics and probability
Impact factor: 0.632, year: 2017 ; AIS: 0.224, rok: 2017
Result website:
http://www.library.utia.cas.cz/separaty/2017/E/smid-0483753.pdf

DOI: https://doi.org/10.14736/kyb-2017-5-0922
Permanent Link: http://hdl.handle.net/11104/0279514