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

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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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