Size matters for OTC market makers: General results and dimensionality reduction techniques

Philippe Bergault () and Olivier Guéant
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Philippe Bergault: CMAP - Centre de Mathématiques Appliquées de l'Ecole polytechnique - Inria - Institut National de Recherche en Informatique et en Automatique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique

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Date: 2021-01
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Citations: View citations in EconPapers (5)

Published in Mathematical Finance, 2021, 31 (1), pp.279-322. ⟨10.1111/mafi.12286⟩

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Related works:
Journal Article: Size matters for OTC market makers: General results and dimensionality reduction techniques (2021)
Working Paper: Size matters for OTC market makers: General results and dimensionality reduction techniques (2021)
Working Paper: Size matters for OTC market makers: General results and dimensionality reduction techniques (2021)
Working Paper: Size matters for OTC market makers: general results and dimensionality reduction techniques (2020)
Working Paper: Size matters for OTC market makers: general results and dimensionality reduction techniques (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03885108

DOI: 10.1111/mafi.12286

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