Market-making strategy with asymmetric information and regime-switching
سال
: 2018شناسه الکترونیک: 10.1016/j.jedc.2018.04.003
کالکشن
:
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آمار بازدید
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 | https://libsearch.um.ac.ir:443/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 |