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Optimal posting price of limit orders : learning by trading
Laruelle, Sophie
;
Lehalle, Charles-Albert
;
Pagès, Gilles
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 359-403
Persistent link: https://www.econbiz.de/10009754843
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2
Dealing with the inventory risk : a solution to the market making problem
Guéant, Olivier
;
Lehalle, Charles-Albert
; …
- In:
Mathematics and financial economics
7
(
2013
)
4
,
pp. 477-507
Persistent link: https://www.econbiz.de/10009790467
Saved in:
3
Mean field game of controls and an application to trade crowding
Cardaliaguet, Pierre
;
Lehalle, Charles-Albert
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 335-363
Persistent link: https://www.econbiz.de/10011963860
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