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IOR
2010
71views more  IOR 2010»
15 years 1 months ago
Multidimensional Mechanism Design: Finite-Dimensional Approximations and Efficient Computation
Alexandre Belloni, Giuseppe Lopomo, Shouqiang Wang
IOR
2010
76views more  IOR 2010»
15 years 1 months ago
A Stochastic Model for Order Book Dynamics
Rama Cont, Sasha Stoikov, Rishi Talreja
IOR
2010
71views more  IOR 2010»
15 years 1 months ago
A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
Ron N. Borkovsky, Ulrich Doraszelski, Yaroslav Kry...