Table of Contents The Empty-BBO Problem: Why One Dealer’s Book Isn’t a Market Inside the Mechanism: Pricing Gateway, Contribution Gateway,…
The Empty-BBO Problem: Designing an FX Circuit Breaker for Real Risk Management
Ariel Silahian
Table of Contents The Empty-BBO Problem: Why One Dealer’s Book Isn’t a Market Inside the Mechanism: Pricing Gateway, Contribution Gateway,…