Florian Stebegg

Columbia University - Departments of Statistics and Mathematics

1255 Amsterdam Avenue

New York, NY 10027

United States

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Liquidity Provision with Adverse Selection and Inventory Costs

Number of pages: 35 Posted: 28 Jul 2021
Martin Herdegen, Johannes Muhle-Karbe and Florian Stebegg
University of Warwick - Department of Statistics, Imperial College London - Department of Mathematics and Columbia University - Departments of Statistics and Mathematics
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Abstract:

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liquidity provision, Nash competition, adverse selection, inventory costs