Discrete Bidding Strategies for a Random Incoming Order (Q2940752)

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Discrete Bidding Strategies for a Random Incoming Order
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    Discrete Bidding Strategies for a Random Incoming Order (English)
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    20 January 2015
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    bidding game
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    random incoming order
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    measure-valued optimization
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    optimality conditions
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    optimal pricing strategy
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    Nash equilibrium
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    limit order book
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