"Asymptotic Glosten-Milgrom Equilibrium."

Cheng Li, Hao Xing (2015)

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DOI: 10.1137/130943121

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type: Journal Article

metadata version: 2017-05-17

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Cheng Li, Hao Xing:
Asymptotic Glosten-Milgrom Equilibrium. SIAM J. Financial Math. 6(1): 242-280 (2015)

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