Ambiguous Market Making
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More about this item
Keywordsmarket microstructure; informational ambiguity; Choquet expectation; generalized Bayesian updating; non-additive probability;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-06-04 (All new papers)
- NEP-DCM-2017-06-04 (Discrete Choice Models)
- NEP-ORE-2017-06-04 (Operations Research)
- NEP-UPT-2017-06-04 (Utility Models & Prospect Theory)
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