MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY

International Journal of Theoretical and Applied Finance 2014 / 08 Vol. 17; Iss. 5

MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY

NYSTRÖM, KAJ, OULD ALY, SIDI MOHAMED, ZHANG, CHANGYONG
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Volume:
17
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024914500344
Date:
August, 2014
File:
PDF, 2.79 MB
english, 2014
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