LSE creators

Number of items: 2.
Article
  • Li, Cheng, Xing, Hao (2015). Asymptotic Glosten-Milgrom equilibrium. SIAM Journal on Financial Mathematics, 6(1), 242-280. https://doi.org/10.1137/130943121
    • Thesis
  • Li, Cheng (2016). Three aspects of mathematical models for asymmetric information in financial market [Doctoral thesis]. London School of Economics and Political Science.