"Liquidity Provision with Adverse Selection and Inventory Costs."

Martin Herdegen, Johannes Muhle-Karbe, Florian Stebegg (2023)

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DOI: 10.1287/MOOR.2022.1294

access: closed

type: Journal Article

metadata version: 2023-08-18

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Martin Herdegen, Johannes Muhle-Karbe, Florian Stebegg:
Liquidity Provision with Adverse Selection and Inventory Costs. Math. Oper. Res. 48(3): 1286-1315 (2023)

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