On the Existence of Linear Equilibria in Models of Market Making

DOI10.1111/1467-9965.00106zbMath0980.91026OpenAlexW2130353677WikidataQ60060015 ScholiaQ60060015MaRDI QIDQ2707161

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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 equilibriummarket makingstrategic tradingmrket microstructure

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Insider trading with penalties ⋮ PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION ⋮ A characterization of the distributions that imply existence of linear equilibria in the Kyle-model ⋮ INSIDER TRADING UNDER DISCRETENESS

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