On optimal pricing model for multiple dealers in a competitive market
Qing-Qing Yang, Jia-Wen Gu, Wai-Ki Ching, Tak-Kuen Siu
| Year of publication: |
2019
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|---|---|
| Authors: | Yang, Qing-Qing ; Gu, Jia-Wen ; Ching, Wai Ki ; Siu, Tak Kuen |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 53.2019, 1, p. 397-431
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| Subject: | Bid and ask quotes | HJB equations | Limit order book | Multiple dealers | Optimal pricing | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading | Preismanagement | Pricing strategy | Marktmikrostruktur | Market microstructure | Börsenmakler | Stockbrokers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9749-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134689