Liquidity Management and Futures Hedging Under Deposit Insurance: an Option-Based Analysis
Jyh-Horng Lin, Chuen-Ping Chang (2004)
The Yugoslav Journal of Operations Research
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Jyh-Horng Lin, Chuen-Ping Chang (2004)
The Yugoslav Journal of Operations Research
Similarity:
Fouche, C.H., Mukuddem-Petersen, J., Petersen, M.A., Senosi, M.C. (2008)
Discrete Dynamics in Nature and Society
Similarity:
Petersen, M.A., Mukuddem-Petersen, J., Mulaudzi, M.P., De Waal, B., Schoeman, I.M. (2010)
Discrete Dynamics in Nature and Society
Similarity:
Wang, J.K. (2001)
Discrete Dynamics in Nature and Society
Similarity:
Mukuddem-Petersen, J., Petersen, M.A., Schoeman, I.M., Tau, B.A. (2007)
Journal of Applied Mathematics
Similarity:
L. Ustinovichius, V. Podvezko, R. Ginevicius (2006)
Control and Cybernetics
Similarity:
Li-Hui Chen (2010)
The Yugoslav Journal of Operations Research
Similarity:
T. Roy, K.S. Chaudhuri (2012)
The Yugoslav Journal of Operations Research
Similarity:
Faria, João Ricardo (2005)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Bhattacharya, Sukanto, Kumar, Kuldeep (2007)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Martin Šmíd, Miloš Kopa (2017)
Kybernetika
Similarity:
We model a market with multiple liquidity takers and a single market maker maximizing his discounted consumption while keeping a prescribed probability of bankruptcy. We show that, given this setting, spread and price bias (a difference between the midpoint- and the expected fair price) depend solely on the MM's inventory and his uncertainty concerning the fair price. Tested on ten-second data from ten US electronic markets, our model gives significant results with the price bias decreasing...
Chin-Tsai Lin, Cheng-Ru Wu (2004)
The Yugoslav Journal of Operations Research
Similarity:
Peng-Sheng You (2007)
RAIRO - Operations Research
Similarity:
This paper investigates an inventory control problem where a firm orders and sells an inventory item through discount strategy in a price sensitive market. From the economic points of view, customers may expect a further price reduction when a firm uses pricing promotion to stimulate demand, the demand curve may vertically shift down when a firm reduces the selling price. Taking these phenomena into account, this paper developed a continuous inventory model for finding the ordering...