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"Control-Stopping Games for Market Microstructure and Beyond."

Roman Gayduk, Sergey Nadtochiy (2020)

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DOI: 10.1287/MOOR.2019.1033

access: closed

type: Journal Article

metadata version: 2021-09-16

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  - https://dblp.org/rec/journals/mor/GaydukN20
Roman Gayduk, Sergey Nadtochiy:
Control-Stopping Games for Market Microstructure and Beyond. Math. Oper. Res. 45(4): 1289-1317 (2020)

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