Market Making and Portfolio Liquidation under Uncertainty

Nystrom, K.; Ould Aly, S.; Zhang, Changyong

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Authors

Nystrom, K.

Ould Aly, S.

Zhang, Changyong

Date

2014

Type

Journal Article

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Citation

Nystrom, K. and Ould Aly, S. and Zhang, C. 2014. Market Making and Portfolio Liquidation under Uncertainty. International Journal of Theoretical and Applied Finance. 17: pp. 1-33.

Source Title

International Journal of Theoretical and Applied Finance