Market making with asymmetric information and inventory risk (Q281334)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6578945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Market making with asymmetric information and inventory risk |
scientific article; zbMATH DE number 6578945 |
Statements
Market making with asymmetric information and inventory risk (English)
0 references
11 May 2016
0 references
market making
0 references
illiquidity
0 references
bid-ask spread
0 references
asymmetric information
0 references
imperfect competition
0 references
0.7842427492141724
0 references
0.7836539149284363
0 references
0.7796937823295593
0 references
0.7742226719856262
0 references
0.7723562717437744
0 references
