Optimal market making in the foreign exchange market

Applied Mathematical Finance

Volumn 17, Issue 4, 2010, Pages 359-372

  Veraart, Luitgard A M ^a  

^a KARLSRUHE INSTITUTE OF TECHNOLOGY   (Germany)

Author keywords

Market making; Optimal investment; Proportional transaction costs; Stochastic control

Indexed keywords

EID: 77955196607     PISSN: 1350486X     EISSN: 14664313     Source Type: Journal    
DOI: 10.1080/13504860903387588     Document Type: Article

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