Imperial College London
Portrait Picture

ProfessorJohannesMuhle-Karbe

Faculty of Natural Sciences, Department of Mathematics

Head of Mathematical Finance, Chair in Mathematical Finance
 
 
 
//

Contact

 

+44 (0)20 7594 0802j.muhle-karbe Website CV

 
 
//

Assistant

 

Mrs Rula Murtada +44 (0)20 7594 8487

 
//

Location

 

806Weeks BuildingSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@article{Herrmann:2020:10.1137/18M1207776,
author = {Herrmann, S and Muhle-Karbe, J and Shang, D and Yang, C},
doi = {10.1137/18M1207776},
journal = {SIAM JOURNAL ON FINANCIAL MATHEMATICS},
pages = {1--26},
title = {Inventory Management for High-Frequency Trading with Imperfect Competition},
url = {http://dx.doi.org/10.1137/18M1207776},
volume = {11},
year = {2020}
}
Download

RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Herrmann,S
AU  - Muhle-Karbe,J
AU  - Shang,D
AU  - Yang,C
DO  - 10.1137/18M1207776
EP  - 26
PY  - 2020///
SN  - 1945-497X
SP  - 1
TI  - Inventory Management for High-Frequency Trading with Imperfect Competition
T2  - SIAM JOURNAL ON FINANCIAL MATHEMATICS
UR  - http://dx.doi.org/10.1137/18M1207776
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000545942000002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 11
ER  -
Download