Discrete bidding strategies for a random incoming order (Q2940752)

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scientific article; zbMATH DE number 6388318
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    Discrete bidding strategies for a random incoming order
    scientific article; zbMATH DE number 6388318

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      Discrete Bidding Strategies for a Random Incoming Order (English)
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      20 January 2015
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      bidding game
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      random incoming order
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      measure-valued optimization
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      optimality conditions
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      optimal pricing strategy
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      Nash equilibrium
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      limit order book
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