ProfessorCharles-AlbertLehalle

Faculty of Natural Sciences, Department of Mathematics

Visiting Professor

Contact

c.lehalle Website

Location

Weeks BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Guéant:2013:10.1007/s11579-012-0087-0,
author = {Guéant, O and Lehalle, C-A and Fernandez-Tapia, J},
doi = {10.1007/s11579-012-0087-0},
journal = {Mathematics and Financial Economics},
pages = {477--507},
title = {Dealing with the inventory risk: a solution to the market making problem},
url = {http://dx.doi.org/10.1007/s11579-012-0087-0},
volume = {7},
year = {2013}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Guéant,O
AU  - Lehalle,C-A
AU  - Fernandez-Tapia,J
DO  - 10.1007/s11579-012-0087-0
EP  - 507
PY  - 2013///
SN  - 1862-9679
SP  - 477
TI  - Dealing with the inventory risk: a solution to the market making problem
T2  - Mathematics and Financial Economics
UR  - http://dx.doi.org/10.1007/s11579-012-0087-0
VL  - 7
ER  -

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