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"Optimal Market-Making with Risk Aversion."

Kan Huang, David Simchi-Levi, Miao Song (2012)

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DOI: 10.1287/OPRE.1120.1039

access: closed

type: Journal Article

metadata version: 2020-03-31

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Kan Huang, David Simchi-Levi, Miao Song:
Optimal Market-Making with Risk Aversion. Oper. Res. 60(3): 541-565 (2012)

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