The optimal pricing of a market maker in a heterogeneous agent economy
Year of publication: |
August 2015
|
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Authors: | Guo, Bin ; Zhang, Wei ; Chen, Shu-Heng ; Zhang, Yongjie |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 14.2015, p. 178-187
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Subject: | Market-maker trading mechanism | Bid-ask prices | Heterogeneous agent economy | Theorie | Theory | Preismanagement | Pricing strategy | Geld-Brief-Spanne | Bid-ask spread | Agentenbasierte Modellierung | Agent-based modeling | Börsenkurs | Share price |
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