PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (Q2968281)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION |
scientific article |
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PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (English)
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13 March 2017
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market making
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bid-ask spread
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stochastic filtering
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point processes
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