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Author:

Wei, Hongxu

Title:

Equilibrium Models of the Limit Order Book

Graduate Program:

Mathematics (PHD)

Keywords:

Limit Order Book
Nash equilibrium
Repeated game
Infinite time horizon
Informed agents

File:

Download HongxuWei-Dissertation.pdf

Committee Members:

Iouri Soukhov, Major Field Member
Alexei Novikov, Major Field Member
Alexei Novikov, Program Head/Chair
Alberto Bressan, Chair, Minor Member & Dissertation Advisor
Bing Li, Outside Unit, Field & Minor Member