Search Results for author: Florian Stebegg

Found 1 papers, 0 papers with code

Liquidity Provision with Adverse Selection and Inventory Costs

no code implementations26 Jul 2021 Martin Herdegen, Johannes Muhle-Karbe, Florian Stebegg

We study one-shot Nash competition between an arbitrary number of identical dealers that compete for the order flow of a client.

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