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Dealing with the inventory risk : a solution to the market making problem
Guéant, Olivier; Lehalle, Charles-Albert; … - In: Mathematics and financial economics 7 (2013) 4, pp. 477-507
Persistent link: https://www.econbiz.de/10009790467
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Optimal posting price of limit orders : learning by trading
Laruelle, Sophie; Lehalle, Charles-Albert; Pagès, Gilles - In: Mathematics and financial economics 7 (2013) 3, pp. 359-403
Persistent link: https://www.econbiz.de/10009754843
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Mean field game of controls and an application to trade crowding
Cardaliaguet, Pierre; Lehalle, Charles-Albert - In: Mathematics and financial economics 12 (2018) 3, pp. 335-363
Persistent link: https://www.econbiz.de/10011963860