Price setting of market makers: a filtering problem with endogenous filtration (Q2968281)
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scientific article; zbMATH DE number 6693949
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| default for all languages | No label defined |
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| English | Price setting of market makers: a filtering problem with endogenous filtration |
scientific article; zbMATH DE number 6693949 |
Statements
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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0.789709746837616
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0.7806749939918518
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0.7766591310501099
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0.7621196508407593
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0.7532872557640076
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