Chen Yang

ETH Zurich - Department of Mathematics

R¨amistrasse 101

Z¨urich, 8092

Switzerland

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Inventory Management for High-Frequency Trading With Imperfect Competition

Number of pages: 25 Posted: 29 Aug 2018 Last Revised: 04 Jun 2019
University of Manchester, Imperial College London - Department of Mathematics, Boston University - Questrom School of Business and ETH Zurich - Department of Mathematics
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Abstract:

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High-Frequency Trading, Information Asymmetry, Inventory Management, Imperfect Competition