On the existence and uniqueness of Glosten-Milgrom price processes
Year of publication: |
2013
|
---|---|
Authors: | Riedel, Matthias |
Other Persons: | Kühn, Christoph (degree supervisor) ; Kühn, Christoph (Reviewer) ; Meyer-Brandis, Thilo (Reviewer) |
Publisher: |
Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main |
Subject: | bid-ask spread | market making | stochastic filtering | Glosten-Milgrom model | Geld-Brief-Spanne | Bid-ask spread | Markov-Kette | Markov chain | Spekulation | Speculation | Vollkommener Wettbewerb | Perfect competition | Theorie | Theory |
Extent: | Online-Ressource (VI, 90 S.) |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Thesis |
Language: | English |
Thesis: | Frankfurt am Main, Johann Wolfgang Goethe-Univ., Diss., 2013 |
Notes: | Zsfassung in dt. Sprache Systemvoraussetzung: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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