‘Noise-trader risk’ and Bayesian market making in FX...

‘Noise-trader risk’ and Bayesian market making in FX derivatives: rolling loaded dice?

Carlos A. Ulibarri, Peter C. Anselmo, Karen Hovsepian, Jacob Tolk, Ionut Florescu
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Volume:
14
Year:
2009
Pages:
1
DOI:
10.1002/ijfe.388
File:
PDF, 37 KB
2009
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