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Option market making under inventory risk
Stoikov, Sasha; Sağlam, Mehmet - In: Review of derivatives research 12 (2009) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10003851739
Cover Image
Option market making under inventory risk
Stoikov, Sasha; Sağlam, Mehmet - In: Review of derivatives research 12 (2009) 1, pp. 55
Persistent link: https://www.econbiz.de/10008253791