Market-making strategy with asymmetric information and regime-switching (Q1657343): Difference between revisions

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Property / DOI: 10.1016/j.jedc.2018.04.003 / rank
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Property / author: Tak Kuen Siu / rank
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Property / author: Tak Kuen Siu / rank
 
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Property / MaRDI profile type: Publication / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jedc.2018.04.003 / rank
 
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Property / OpenAlex ID: W2797486457 / rank
 
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Latest revision as of 01:25, 11 December 2024

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Market-making strategy with asymmetric information and regime-switching
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    Market-making strategy with asymmetric information and regime-switching (English)
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    13 August 2018
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    triggering events
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    asymmetric information
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    regime shifts
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    optimal market-marking strategies
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    information delay
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    Identifiers

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