The impact of market structure on price determination : a simulation approach using multi-agent reinforcement learning in continuous state and action space

Thesis: M. Fin., Massachusetts Institute of Technology, Sloan School of Management, Master of Finance Program, 2014.

Bibliographic Details
Main Author:	Shu, Buliao
Other Authors:	Robert C. Merton.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2014
Subjects:	Sloan School of Management. Master of Finance Program.
Online Access:	http://hdl.handle.net/1721.1/90229

Internet

http://hdl.handle.net/1721.1/90229