검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
ENDOGENOUS FORMATION OF LIMIT ORDER BOOKS: DYNAMICS BETWEEN TRADES Gayduk R, Nadtochiy S SIAM Journal on Control and Optimization, 56(3), 1577, 2018 |
| 2 |
OPTIMAL SWITCHING OF ONE-DIMENSIONAL REFLECTED BSDES AND ASSOCIATED MULTIDIMENSIONAL BSDES WITH OBLIQUE REFLECTION Tang SJ, Zhong W, Koo HK SIAM Journal on Control and Optimization, 49(6), 2279, 2011 |