A learning market-maker in the Glosten-Milgrom model

Quantitative Finance

Volumn 5, Issue 2, 2005, Pages 169-180

  Das, Sanmay ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22944481832     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500148067     Document Type: Article

References (13)

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