Market-making strategy with asymmetric information and regime-switching (Q1657343)
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scientific article; zbMATH DE number 6916932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market-making strategy with asymmetric information and regime-switching |
scientific article; zbMATH DE number 6916932 |
Statements
Market-making strategy with asymmetric information and regime-switching (English)
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13 August 2018
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triggering events
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asymmetric information
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regime shifts
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optimal market-marking strategies
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information delay
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0.89387757
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0.8619062
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0.85925543
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0.8555177
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0.85275716
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0.8522979
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