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IOR
2010
76views more  IOR 2010»
13 years 9 months ago
A Stochastic Model for Order Book Dynamics
Rama Cont, Sasha Stoikov, Rishi Talreja
IOR
2010
71views more  IOR 2010»
13 years 9 months ago
A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
Ron N. Borkovsky, Ulrich Doraszelski, Yaroslav Kry...