A Learning Market-Maker in the Glosten-Milgrom Model. Das, S. Quantitative Finance, 5(2):169-180, April, 2005. Paper bibtex 6 downloads @article{Das05a,
author = {Sanmay Das},
title = {A Learning Market-Maker in the {Glosten-Milgrom} Model},
journal = {Quantitative Finance},
volume = "5",
number = "2",
month = "April",
year = "2005",
pages = "169-180",
url_Paper = {https://cs.gmu.edu/\%7esanmay/papers/das-qf-rev3.pdf},
keywords = {Market Microstructure, Market Making}
}
Downloads: 6
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