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"Market making with asymmetric information and inventory risk."

Hong Liu, Yajun Wang (2016)

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DOI: 10.1016/J.JET.2016.01.005

access: closed

type: Journal Article

metadata version: 2020-02-24

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Hong Liu, Yajun Wang:
Market making with asymmetric information and inventory risk. J. Econ. Theory 163: 73-109 (2016)

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