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Title: Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost
Award ID(s):
2413557
PAR ID:
10613762
Author(s) / Creator(s):
; ; ;
Publisher / Repository:
SIAM
Date Published:
Journal Name:
SIAM journal on financial mathematics
Volume:
15
Issue:
3
ISSN:
1945-497X
Page Range / eLocation ID:
653-699
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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