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The TSE Trading Rules

By Dines Bjørner and Dk- Holte

Abstract

The reason why these notes are written is the appearance of [1]. I have taken the liberty of including that paper in this document, cf. Appendix C. I had the good fortune of visiting Prof. Tetsuo Tamai, Tokyo Univ., 8–Dec.8, 2009. I read [1] late November. I then had wished that Tetsuo had given it to me upon my arrival. I was, obviously ignorant of its publication some five months earlier. I have now reread [1] (late January 2010). I mentioned to Tetsuo that I would try my hand on a formalisation. A description, both by a narrative, and by related formulas. What you see here, in Chap. 1, is a first attempt 1. At present (January 28, 2010) Chap. 2 is not written. I have included some notes, Appendix A. Their origin goes back to December 1996. Appendix Sect. A.4 should be of particular relevance to Chaps. 1 and 2. A few, smaller updates, were added till about 2004.

Publisher: 2011-03-30
Year: 2010
OAI identifier: oai:CiteSeerX.psu:10.1.1.185.414
Provided by: CiteSeerX
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