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A Simple Decision Problem of a Market Maker

SYSNO	0364871
Title	A Simple Decision Problem of a Market Maker
Author(s)	Šmíd, Martin (UTIA-B) [E]_{RID, ORCID}
Source Title	Mathematical Methods in Economics 2011. S. 694-697. - Prague : Proffesional publishing, 2011
Conference	Mathematical Methods in Economics 2011, Janská Dolina, 06.09.2011-09.09.2011
Document Type	Konferenční příspěvek (zahraniční konf.)
Grant	GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
	GAP402/10/1610 GA ČR - Czech Science Foundation (CSF)
	GAP402/10/0956 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	CZ
Keywords	market microstructure * market makers * decision problem * probability constraints * stochastic optimization
URL	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