Market-making strategy with asymmetric information and regime-switching
type: Item
instance of: scholarly article
title: Market-making strategy with asymmetric information and regime-switching
zbMATH Open document ID: 1401.91600
author: Qingqing Yang
author: Wai-Ki Ching
author: Jia-Wen Gu
author: Tak Kuen Siu
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6916932
zbMATH Keywords: triggering events
zbMATH Keywords: asymmetric information
zbMATH Keywords: regime shifts
zbMATH Keywords: optimal market-marking strategies
zbMATH Keywords: information delay
MaRDI profile type: Publication
full work available at URL: j.jedc.2018.04.003
OpenAlex ID: W2797486457
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Wikidata QID: Q129982950
DOI: 10.1016/J.JEDC.2018.04.003
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 6916932