'Noise-trader risk' and Bayesian market making in FX derivates : rolling loaded dice?

Carlos A. Ulibarri, Peter C. Anselmo, Karen Hovsepian, Jacob Tolk and Ionut Florescu

Year of publication:	2009
Authors:	Ulibarrí, Carlos A. ; Anselmo, Peter C. ; Hovsepian, Karen ; Tolk, Jacob ; Florescu, Ionut
Published in:	International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 14.2009, 3, p. 268-279
Subject:	Noise trading \| market making \| FX derivatives \| Bayesian agent \| noise transmission \| Derivat \| Derivative \| Noise Trading \| Theorie \| Theory \| Bayes-Statistik \| Bayesian inference \| Risiko \| Risk \| Volatilität \| Volatility \| Spekulation \| Speculation \| Finanzmarkt \| Financial market

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003901064

A service of the