Discrete bidding strategies for a random incoming order (Q2940752)
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scientific article; zbMATH DE number 6388318
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Discrete bidding strategies for a random incoming order |
scientific article; zbMATH DE number 6388318 |
Statements
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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0.9119188189506532
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0.9105609655380248
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0.909397304058075
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0.9027578830718994
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0.835197925567627
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