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Optimal Quoting under Adverse Selection and Price Reading

Fuente: arXiv

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Bibliographic Details
Main Authors:	Barzykin, Alexander, Bergault, Philippe, Guéant, Olivier, Lemmel, Malo
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Risk Management
Online Access:	Acceder al recurso
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