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101. Incentive Ratios of Fisher Markets

102. Applications of Prediction Markets

104. Unconventional central banking and the politics of liquidity

105. Optimal Auction Duration: A Price Formation Viewpoint

106. Ambiguity, asset illiquidity, and price variability

107. Early inventory management practices in the foreign exchange market: Insights from sixteenth‐century Lyon

108. Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis

109. Hedging demand and market intraday momentum

112. Multi-Agent Order Book Simulation: Mono- and Multi-Asset High-Frequency Market Making Strategies

114. Calibration of an Agent Based Model for Financial Markets

115. Decision Markets with Good Incentives

116. Liquidity-Sensitive Automated Market Makers via Homogeneous Risk Measures

117. Computation and Incentives of Competitive Equilibria in a Matching Market

124. A New Agent-based Tool to Build Artificial Worlds

125. An Evolutionary Multi-objective Optimization of Market Structures Using PBIL

126. A Universal Calculus for Stream Processing Languages

132. Mathematical Modeling with Differential Equations in Physics, Chemistry, Biology, and Economics.

133. Forecasting and Risk Management Techniques for Electricity Markets.

134. Consideraciones sobre los efectos de incorporar costos de transacción fijos y proporcionales en la valoración de opciones financieras por el modelo Cox, Ross, Rubinstein.

135. Market Quality, The Big Picture

136. Dialog with Erik Sirri

137. Divergent Expectations

138. Dialog with John Thain

139. The Impact of Electronic Trading Technology

141. Gaming Dynamic Parimutuel Markets

142. Subsidized Prediction Markets for Risk Averse Traders

143. Experimental Market Mechanism Design for Double Auction

144. A Comparison of Market Structures with Near-Zero-Intelligence Traders

145. A Sequence Mining Method to Predict the Bidding Strategy of Trading Agents

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