Dealing with the Inventory Risk. A solution to the market making problem
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DOI: 10.1007/s11579-012-0087-0
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Other versions of this item:
- Olivier Gu'eant & Charles-Albert Lehalle & Joaquin Fernandez Tapia, 2011. "Dealing with the Inventory Risk. A solution to the market making problem," Papers 1105.3115, arXiv.org, revised Aug 2012.
References listed on IDEAS
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