Fairness and optimality in trading

Fairness and optimality in trading

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2010. === Cataloged from PDF version of thesis. === Includes bibliographical references (p. 50-51). === This thesis proposes a novel approach to address the issues of efficiency and fairness when m...

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Bibliographic Details
Main Author: Nguyen, Van Vinh, S.M. Massachusetts Institute of Technology
Other Authors: Dimitris Bertsimas.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2011
Subjects:
Computation for Design and Optimization Program.
Online Access:http://hdl.handle.net/1721.1/61894

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