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Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations.

Peter A. MarkowichJosef TeichmannMarie-Therese Wolfram
Published in: Multiscale Model. Simul. (2016)
Keyphrases
  • probabilistic model
  • real time
  • experimental data
  • information technology
  • statistical models
  • decision making
  • three dimensional
  • parameter estimation
  • historical data
  • parametric models