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  Dealing with the inventory risk: a solution to the market making problem
 
 
Title: Dealing with the inventory risk: a solution to the market making problem
Author: Guéant, Olivier
Lehalle, Charles-Albert
Fernandez-Tapia, Joaquin
Appeared in: Mathematics and financial economics
Paging: Volume 7 (2012) nr. 4 pages 477-507
Year: 2012
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 6 found articles
 
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