On the Existence of Linear Equilibria in Models of Market Making

DOI10.1111/1467-9965.00106zbMath0980.91026WikidataQ60060015 ScholiaQ60060015MaRDI QIDQ2707161

No author found.

Publication date: 29 March 2001

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00106

zbMATH Keywords

linear equilibrium; market making; strategic trading; mrket microstructure

Mathematics Subject Classification ID

91B52: Special types of economic equilibria

91B26: Auctions, bargaining, bidding and selling, and other market models