15 citations · 30 across the 4 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
q-fin.TR2021
Liquidity Provision with Adverse Selection and Inventory Costs
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. The client trades either because of proprietary inf…
math.OC2021
Climate Change Adaptation under Heterogeneous Beliefs
Marcel Nutz, Florian Stebegg
We study strategic interactions between firms with heterogeneous beliefs about future climate impacts. To that end, we propose a Cournot-type equilibrium model where firms choose m…