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Applied Mathematical Finance Volume 27, 2020 - Issue 1-2
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Research Article

Optimal Market Making under Partial Information with General Intensities

Luciano CampiDepartment of Statistics, London School of Economics and Political Science, London, UK
&
Diego ZabaljaureguiDepartment of Statistics, London School of Economics and Political Science, London, UKCorrespondence[email protected]
Pages 1-45 | Received 31 Jan 2020, Accepted 16 Apr 2020, Published online: 12 May 2020

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Philippe Bergault, David Evangelista, Olivier Guéant & Douglas Vieira. (2021) Closed-form Approximations in Multi-asset Market Making. Applied Mathematical Finance 28:2, pages 101-142.
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Articles from other publishers (1)

Olivier Guéant. 2022. Progress in Industrial Mathematics at ECMI 2021. Progress in Industrial Mathematics at ECMI 2021 509 515 .

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