Price dynamics under the information-based dealer model
Year of publication: |
2019
|
---|---|
Authors: | Fukuda, Kenta ; Kondo, Kaichi ; Takada, Hideyuki |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 4, p. 726-746
|
Subject: | Information-Based Approach | Dealer Model | Long Term Memory |
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