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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