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Trade execution games in a Markovian environment

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ohnishi, Masamitsu, Shimoshimizu, Makoto
Formato:	Preprint
Publicado:	2024
Materias:	Trading and Market Microstructure Portfolio Management Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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