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"Optimal Market Making with Persistent Order Flow."

Paul Jusselin (2021)

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DOI: 10.1137/20M1376054

access: closed

type: Journal Article

metadata version: 2021-10-26

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  - https://dblp.org/rec/journals/siamfm/Jusselin21
Paul Jusselin:
Optimal Market Making with Persistent Order Flow. SIAM J. Financial Math. 12(3): 1150-1200 (2021)

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