LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS (Q2843360)

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LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS
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    title
    LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS (English)
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    publication date
    22 August 2013
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    Mathematics Subject Classification ID
    91B64
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    90B05
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    91B24
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    zbMATH DE Number
    6200824
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    zbMATH Keywords
    market makers inventory management
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    search
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    time-varying bid-ask spread
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