Dealing with the inventory risk: a solution to the market making problem
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Publication:367376
DOI10.1007/s11579-012-0087-0zbMath1273.91462arXiv1105.3115OpenAlexW2120949767MaRDI QIDQ367376
Olivier Guéant, Charles-Albert Lehalle, Joaquin Fernandez-Tapia
Publication date: 13 September 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.3115
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