On the Existence of Linear Equilibria in Models of Market Making
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Mathematical Finance.
Volume (Year): 11 (2001)
Issue (Month): 1 ()
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- Georg Nöldeke & Thomas Tröger, 2005.
"A Characterization of the Distributions That Imply Existence of Linear Equilbria in the Kyle-Model,"
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- Georg Nöldeke & Thomas Tröger, 2004. "On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making," Bonn Econ Discussion Papers bgse19_2004, University of Bonn, Germany.
- Georg Nöldeke & Thomas Tröger, 2001.
"Existence of Linear Equilibria in the Kyle Model with Multiple Informed Traders,"
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- Noldeke, Georg & Troger, Thomas, 2001. "Existence of linear equilibria in the Kyle model with multiple informed traders," Economics Letters, Elsevier, vol. 72(2), pages 159-164, August.
- Christoph K\"uhn & Matthias Riedel, 2012. "Price-Setting of Market Makers: A Filtering Problem with an Endogenous Filtration," Papers 1210.4000, arXiv.org.
- Deb, Pragyan & Koo, Bonsoo & Liu, Zijun, 2014. "Competition, premature trading and excess volatility," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 178-193.
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