Title | Optimal Market-Making with Risk Aversion |
Publication Type | Journal Article |
Year of Publication | 2012 |
Authors | Huang K., Simchi-Levi D., Song M. |
Journal | Operations Research |
Volume | 60 |
Start Page | 541-565 |
Date Published | 2012 |
Type:
Theory
Title | Optimal Market-Making with Risk Aversion |
Publication Type | Journal Article |
Year of Publication | 2012 |
Authors | Huang K., Simchi-Levi D., Song M. |
Journal | Operations Research |
Volume | 60 |
Start Page | 541-565 |
Date Published | 2012 |
Theory