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 | |||
Property / zbMATH Keywords: imperfect competition / rank | |||
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Revision as of 18:38, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Market making with asymmetric information and inventory risk |
scientific article |
Statements
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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