Inventory management in customised liquidity pools
We consider “customised liquidity pools” (CLP), which are trading venues that offer over-the-counter brokerage and dealer services to selected market participants. The dealer activity, whereby two-sided liquidity is offered to a limited pool of clients, shares in common similarities with the market-...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2017-01-01
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| Series: | Cogent Mathematics |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23311835.2017.1281594 |