On the existence of linear equilibria in models of market making

Mathematical Finance

Volumn 11, Issue 1, 2001, Pages 1-31

  Bagnoli, Mark ^a   Viswanathan, S ^b   Holden, Craig ^c  

^a PURDUE UNIVERSITY   (United States)

^b DUKE UNIVERSITY   (United States)

^c INDIANA UNIVERSITY   (United States)

Author keywords

Linear equilibria; Market making; Market microstructure; Strategic trading

Indexed keywords

EID: 0035589980     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00106     Document Type: Article

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