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-...

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Bibliographic Details
Main Authors: M. Alessandra Crisafi, Andrea Macrina
Format: Article
Language:English
Published: Taylor & Francis Group 2017-01-01
Series:Cogent Mathematics
Subjects:
Online Access:http://dx.doi.org/10.1080/23311835.2017.1281594

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