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Dynamic Model of Market with Uninformed Market Maker

    1.
    SYSNO0483753
    TitleDynamic Model of Market with Uninformed Market Maker
    Author(s) Šmíd, Martin (UTIA-B) [E] RID, ORCID
    Kopa, Miloš (UTIA-B) [E] RID
    Source Title Kybernetika. Roč. 53, č. 5 (2017), s. 922-958. - : Ústav teorie informace a automatizace AV ČR, v. v. i.
    Document TypeČlánek v odborném periodiku
    Grant GBP402/12/G097 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic
    Institutional supportUTIA-B - RVO:67985556
    Languageeng
    CountryCZ
    Keywords market maker * optimal decision * price and inventory * high frequency data * dynamic model
    Cooperating institutions Charles University (Czech Republic)
    URL http://www.library.utia.cas.cz/separaty/2017/E/smid-0483753.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0279514
     
Number of the records: 1  

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