Alberto Bressan, Giancarlo Facchi. Discrete Bidding Strategies for a Random Incoming Order. SIAM J. Financial Math., 5(1):50-70, 2014. [doi]
@article{BressanF14,
title = {Discrete Bidding Strategies for a Random Incoming Order},
author = {Alberto Bressan and Giancarlo Facchi},
year = {2014},
doi = {10.1137/130917685},
url = {http://dx.doi.org/10.1137/130917685},
researchr = {https://researchr.org/publication/BressanF14},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {5},
number = {1},
pages = {50-70},
}