A Stochastic Control Approach to Option Market Making

Market Microstructure and Liquidity 2015 / 06 Vol. 1; Iss. 1

A Stochastic Control Approach to Option Market Making

El Aoud, Sofiene, Abergel, Frédéric
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Volume:
1
Language:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626615500069
Date:
June, 2015
File:
PDF, 910 KB
english, 2015
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