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Strategic market making and risk sharing
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - In: Journal of mathematical finance 7 (2017) 1, pp. 144-179
Persistent link: https://www.econbiz.de/10011658456
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When overconfident traders meet feedback traders
Boco, Hervé; Germain, Laurent; Rousseau, Fabrice - 2016
Persistent link: https://www.econbiz.de/10011553073
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When overconfident traders meet feedback traders
Boco, Herve; Germain, Laurent; Rousseau, Fabrice - In: Finance : revue de l'Association Française de Finance 42 (2021) 3, pp. 7-55
Persistent link: https://www.econbiz.de/10012792321
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High frequency trading : strategic competition between slow and fast traders
Boco, Herve; Germain, Laurent; Rousseau, Fabrice - 2020
Persistent link: https://www.econbiz.de/10013168176