Title | Optimal Market-Making with Risk Aversion |
Publication Type | Journal Article |
Year of Publication | 2011 |
Authors | Huang K, Simchi-Levi D, Song M |
Journal | Operations Research |
Topics | l. Finance |
Title | Optimal Market-Making with Risk Aversion |
Publication Type | Journal Article |
Year of Publication | 2011 |
Authors | Huang K, Simchi-Levi D, Song M |
Journal | Operations Research |
Topics | l. Finance |