Equilibrium price of immediacy and infrequent trade
Year of publication: |
2011
|
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Authors: | Giacomelli, Riccardo ; Luciano, Elisa |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | equilibrium with dealers | equilibrium with bid-ask spreads | endogenous bid-ask | dynamic market making |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 221 36 pages |
Classification: | G12 - Asset Pricing ; G10 - General Financial Markets. General ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D53 - Financial Markets |
Source: |
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