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2009 International Joint Conference on Computational Sciences and Optimization
Markov Properties with Sequential Bargaining
Sanya, Hainan, China
April 24-April 26
ISBN: 978-0-7695-3605-7
ASCII Text
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Yu Fu, Lin Liang, "Markov Properties with Sequential Bargaining," Computational Sciences and Optimization, International Joint Conference on, vol. 2, pp. 531-535, 2009 International Joint Conference on Computational Sciences and Optimization, 2009.
 
 
BibTex
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@article{ 10.1109/CSO.2009.209,
author = {Yu Fu and Lin Liang},
title = {Markov Properties with Sequential Bargaining},
journal ={Computational Sciences and Optimization, International Joint Conference on},
volume = {2},
year = {2009},
isbn = {978-0-7695-3605-7},
pages = {531-535},
doi = {http://doi.ieeecomputersociety.org/10.1109/CSO.2009.209},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
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TY - CONF
JO - Computational Sciences and Optimization, International Joint Conference on
TI - Markov Properties with Sequential Bargaining
SN - 978-0-7695-3605-7
SP531
EP535
A1 - Yu Fu,
A1 - Lin Liang,
PY - 2009
VL - 2
JA - Computational Sciences and Optimization, International Joint Conference on
ER -
 
Basing on the discourse about traditional model of the securities markets pricing mechanism, and considering the reality of the "absence of the liquidity supplier" in our country's security markets, this paper works out a dynamic stochastic matching pricing model basing on Markov tactics of the traders. And by the empirical testing, it vitrifies the basic hypotheses of the model.
Citation:
Yu Fu, Lin Liang, "Markov Properties with Sequential Bargaining," cso, vol. 2, pp.531-535, 2009 International Joint Conference on Computational Sciences and Optimization, 2009
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