LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS

DOI10.1017/S1365100510000714zbMath1270.91067OpenAlexW2168236294MaRDI QIDQ2843360

Pierre-Olivier Weill

Publication date: 22 August 2013

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100510000714

zbMATH Keywords

searchmarket makers inventory managementtime-varying bid-ask spread

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24) Inventory, storage, reservoirs (90B05)

Cites Work

• Sufficient Conditions in Optimal Control Theory
• Over-the-Counter Markets
• Leaning Against the Wind

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