A learning market-maker in the Glosten–Milgrom model
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Publication:5697323
DOI10.1080/14697680500148067zbMath1118.91315OpenAlexW2127662037MaRDI QIDQ5697323
Publication date: 17 October 2005
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500148067
Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)
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