Market-making strategy with asymmetric information and regime-switching
Year
: 2018DOI: 10.1016/j.jedc.2018.04.003
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Market-making strategy with asymmetric information and regime-switching
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| contributor author | Qing-Qing Yang | |
| contributor author | Wai-Ki Ching | |
| contributor author | Jia-Wen Gu | |
| contributor author | Tak-Kuen Siu | |
| date accessioned | 2020-03-16T09:42:46Z | |
| date available | 2020-03-16T09:42:46Z | |
| date issued | 2018 | |
| identifier other | zzAR7cXoqf_8zGGzg3u0IOaEOLYmi_fNBvHtfo9K9BuaYorY7g.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/2248850 | |
| format | general | |
| language | English | |
| title | Market-making strategy with asymmetric information and regime-switching | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 15033543 | |
| identifier doi | 10.1016/j.jedc.2018.04.003 | |
| journal title | Journal of Economic Dynamics and Control | |
| coverage | Academic | |
| pages | 408-433 | |
| journal volume | 90 | |
| filesize | 1167481 | |
| citations | 1 |