Optimal dealer pricing under transaction uncertainty
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Industrial and Manufacturing Engineering,Software
Link
http://link.springer.com/content/pdf/10.1007/s10845-014-1002-8.pdf
Reference26 articles.
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3. Chen, X., & Gao, J. (2013). Uncertain term structure model of interest rate. Soft Computing, 17(4), 597–604.
4. Cohen, K. J., Maier, S. F., Schwartz, R. A., & Whitcomb, D. K. (1978). The returns generation process, returns variance, and the effect of thinness in securities markets. The Journal of Finance, 33(1), 149–167.
5. Demsetz, H. (1958). The cost of transacting. The Quarterly Journal of Economics, 82(1), 33–53.
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