Dapeng Shang

Boston University - Questrom School of Business

595 Commonwealth Ave

Boston, MA 02466

United States

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Inventory Management for High-Frequency Trading With Imperfect Competition

Number of pages: 25 Posted: 29 Aug 2018 Last Revised: 13 Dec 2021
University of Manchester, Imperial College London - Department of Mathematics, Boston University - Questrom School of Business and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management
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Abstract:

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