Option market making under inventory risk
| Year of publication: |
2009
|
|---|---|
| Authors: | Stoikov, Sasha ; Sağlam, Mehmet |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 12.2009, 1, p. 55-79
|
| Publisher: |
Springer |
| Subject: | Delta | European options | Gamma | Inventory management | Liquidity | Market microstructure | Vega |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999620