Intraday Market Making with Overnight Inventory Costs
Year of publication: |
2020
|
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Authors: | Adrian, Tobias |
Other Persons: | Capponi, Agostino (contributor) ; Fleming, Michael J. (contributor) ; Vogt, Erik (contributor) ; Zhang, Hongzhong (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Lagerhaltungsmodell | Inventory model | Lagermanagement | Warehouse management |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Series: | FRB of NY Staff Report ; No. 799 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2020 erstellt |
Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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