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A Simple Decision Problem of a Market Maker
- 1.0364871 - ÚTIA 2012 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
A Simple Decision Problem of a Market Maker.
Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 694-697. ISBN 978-80-7431-058-4.
[Mathematical Methods in Economics 2011. Janská Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GA402/09/0965; GA ČR GAP402/10/1610; GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : market microstructure * market makers * decision problem * probability constraints * stochastic optimization
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/smid-a simple decision problem of a market maker.pdf
Permanent Link: http://hdl.handle.net/11104/0200240
Number of the records: 1