'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?

Carlos Ulibarri, Peter C. Anselmo, Karen Hovsepian, Jacob Tolk and Ionut Florescu
Additional contact information
Peter C. Anselmo: Department of Management, New Mexico Institute of Mining and Technology, USA, Postal: Department of Management, New Mexico Institute of Mining and Technology, USA
Karen Hovsepian: Department of Management, New Mexico Institute of Mining and Technology, USA, Postal: Department of Management, New Mexico Institute of Mining and Technology, USA
Jacob Tolk: Department of Management, New Mexico Institute of Mining and Technology, USA, Postal: Department of Management, New Mexico Institute of Mining and Technology, USA
Ionut Florescu: Department of Mathematical Sciences, Stevens Institute of Technology, USA, Postal: Department of Mathematical Sciences, Stevens Institute of Technology, USA

International Journal of Finance & Economics, 2009, vol. 14, issue 3, i-i

Abstract: The above article (DOI: 10.1002|ijfe.373 ) was published online in Early View on 25 July 2008.

On page 1 of the initial online publication of this article, the third author's surname was incorrectly spelled.

The correct spelling should be: KAREN HOVSEPIAN.

Date: 2009
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Related works:
Journal Article: 'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? (2009)
Working Paper: 'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice? (2008)
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DOI: 10.1002/ijfe.388

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