Market making with asymmetric information and inventory risk (Q281334): Difference between revisions

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Property / Mathematics Subject Classification ID: 91B24 / rank
 
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Property / zbMATH DE Number: 6578945 / rank
 
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market making
Property / zbMATH Keywords: market making / rank
 
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illiquidity
Property / zbMATH Keywords: illiquidity / rank
 
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bid-ask spread
Property / zbMATH Keywords: bid-ask spread / rank
 
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asymmetric information
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imperfect competition
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Revision as of 18:38, 27 June 2023

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Market making with asymmetric information and inventory risk
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    Market making with asymmetric information and inventory risk (English)
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    11 May 2016
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    market making
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    illiquidity
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    bid-ask spread
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    asymmetric information
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    imperfect competition
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