The optimal pricing of a market maker in a heterogeneous...

Finance Research Letters 2015 / 08 Vol. 14

The optimal pricing of a market maker in a heterogeneous agent economy

Guo, Bin, Zhang, Wei, Chen, Shu-Heng, Zhang, Yongjie
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Volume:
14
Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2015.04.001
Date:
August, 2015
File:
PDF, 672 KB
english, 2015
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