Market-making, inventories and martingale pricing
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References listed on IDEAS
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- Bams, Dennis & Blanchard, Gildas & Honarvar, Iman & Lehnert, Thorsten, 2017. "Does oil and gold price uncertainty matter for the stock market?," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 270-285.
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Keywords
fourchette des prix; martingale; teneur de marché; bid ask spread; market maker; martingale pricing;All these keywords.
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