Wednesday, March 23, 2016

academic papers about market making


I am looking for academic articles which model the p&L of market makers. I have read the Ho-Stoll (1984) article. Is there any recent article on this subject?



Answer



In fact you have three papers available to go further:



I prefer the last one ;{)}



No comments:

Post a Comment

technique - How credible is wikipedia?

I understand that this question relates more to wikipedia than it does writing but... If I was going to use wikipedia for a source for a res...