Option market making under inventory risk
| Year of publication: |
2009
|
|---|---|
| Authors: | Stoikov, Sasha ; Sağlam, Mehmet |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 12.2009, 1, p. 55
|