File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1007/s10614-017-9749-6
- Scopus: eid_2-s2.0-85029577293
- WOS: WOS:000455498900017
- Find via
Supplementary
- Citations:
- Appears in Collections:
Article: On Optimal Pricing Model for Multiple Dealers in a Competitive Market
Title | On Optimal Pricing Model for Multiple Dealers in a Competitive Market |
---|---|
Authors | |
Keywords | Bid and ask quotes HJB equations Limit order book Multiple dealers Optimal pricing |
Issue Date | 2019 |
Publisher | Springer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0927-7099 |
Citation | Computational Economics, 2019, v. 53, p. 397-437 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/267406 |
ISSN | 2023 Impact Factor: 1.9 2023 SCImago Journal Rankings: 0.498 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | YANG, Q | - |
dc.contributor.author | Gu, J | - |
dc.contributor.author | Ching, WK | - |
dc.contributor.author | Siu, T | - |
dc.date.accessioned | 2019-02-18T09:01:21Z | - |
dc.date.available | 2019-02-18T09:01:21Z | - |
dc.date.issued | 2019 | - |
dc.identifier.citation | Computational Economics, 2019, v. 53, p. 397-437 | - |
dc.identifier.issn | 0927-7099 | - |
dc.identifier.uri | http://hdl.handle.net/10722/267406 | - |
dc.language | eng | - |
dc.publisher | Springer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=0927-7099 | - |
dc.relation.ispartof | Computational Economics | - |
dc.subject | Bid and ask quotes | - |
dc.subject | HJB equations | - |
dc.subject | Limit order book | - |
dc.subject | Multiple dealers | - |
dc.subject | Optimal pricing | - |
dc.title | On Optimal Pricing Model for Multiple Dealers in a Competitive Market | - |
dc.type | Article | - |
dc.identifier.email | Ching, WK: wching@hku.hk | - |
dc.identifier.authority | Ching, WK=rp00679 | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1007/s10614-017-9749-6 | - |
dc.identifier.scopus | eid_2-s2.0-85029577293 | - |
dc.identifier.hkuros | 296775 | - |
dc.identifier.volume | 53 | - |
dc.identifier.spage | 397 | - |
dc.identifier.epage | 437 | - |
dc.identifier.isi | WOS:000455498900017 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 0927-7099 | - |