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Found 2 results
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Year
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l. Finance
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2011
Huang K
,
Simchi-Levi D
,
Song M
. 2011.
Optimal Market-Making with Risk Aversion
.
Operations Research.
2010
Lu Y
,
Ozdaglar A
,
Simchi-Levi D
. 2010.
Stock Repurchase with an Adaptive Reservation Price: A Study of the Greedy Policy
.
Operations Research Letters. 29
