Market making and portfolio liquidation under uncertainty. Nyström, K., Ould Aly, S. M., & Zhang, C. Int. J. Theor. Appl. Finance, 17(5):1450034, 33, 2014. bibtex @article{MR3238605,
Author = {Nystr\"{o}m, Kaj and Ould Aly, Sidi Mohamed and Zhang, Changyong},
Date-Added = {2019-11-12 20:40:54 +0100},
Date-Modified = {2019-11-13 07:39:41 +0100},
Fjournal = {International Journal of Theoretical and Applied Finance},
Issn = {0219-0249},
Journal = {Int. J. Theor. Appl. Finance},
Mrclass = {91G80 (91G10)},
Mrnumber = {3238605},
Number = {5},
Pages = {1450034, 33},
Title = {Market making and portfolio liquidation under uncertainty},
Volume = {17},
Year = {2014},
Bdsk-Url-1 = {https://doi-org.proxy.ub.umu.se/10.1142/S0219024914500344},
Bdsk-Url-2 = {https://doi.org/10.1142/S0219024914500344}}
Downloads: 0
{"_id":"NyQe25wxmucGpN5LF","bibbaseid":"nystrm-ouldaly-zhang-marketmakingandportfolioliquidationunderuncertainty-2014","authorIDs":[],"author_short":["Nyström, K.","Ould Aly, S. M.","Zhang, C."],"bibdata":{"bibtype":"article","type":"article","author":[{"propositions":[],"lastnames":["Nyström"],"firstnames":["Kaj"],"suffixes":[]},{"propositions":[],"lastnames":["Ould","Aly"],"firstnames":["Sidi","Mohamed"],"suffixes":[]},{"propositions":[],"lastnames":["Zhang"],"firstnames":["Changyong"],"suffixes":[]}],"date-added":"2019-11-12 20:40:54 +0100","date-modified":"2019-11-13 07:39:41 +0100","fjournal":"International Journal of Theoretical and Applied Finance","issn":"0219-0249","journal":"Int. J. Theor. Appl. Finance","mrclass":"91G80 (91G10)","mrnumber":"3238605","number":"5","pages":"1450034, 33","title":"Market making and portfolio liquidation under uncertainty","volume":"17","year":"2014","bdsk-url-1":"https://doi-org.proxy.ub.umu.se/10.1142/S0219024914500344","bdsk-url-2":"https://doi.org/10.1142/S0219024914500344","bibtex":"@article{MR3238605,\n\tAuthor = {Nystr\\\"{o}m, Kaj and Ould Aly, Sidi Mohamed and Zhang, Changyong},\n\tDate-Added = {2019-11-12 20:40:54 +0100},\n\tDate-Modified = {2019-11-13 07:39:41 +0100},\n\tFjournal = {International Journal of Theoretical and Applied Finance},\n\tIssn = {0219-0249},\n\tJournal = {Int. J. Theor. Appl. Finance},\n\tMrclass = {91G80 (91G10)},\n\tMrnumber = {3238605},\n\tNumber = {5},\n\tPages = {1450034, 33},\n\tTitle = {Market making and portfolio liquidation under uncertainty},\n\tVolume = {17},\n\tYear = {2014},\n\tBdsk-Url-1 = {https://doi-org.proxy.ub.umu.se/10.1142/S0219024914500344},\n\tBdsk-Url-2 = {https://doi.org/10.1142/S0219024914500344}}\n\n","author_short":["Nyström, K.","Ould Aly, S. M.","Zhang, C."],"key":"MR3238605","id":"MR3238605","bibbaseid":"nystrm-ouldaly-zhang-marketmakingandportfolioliquidationunderuncertainty-2014","role":"author","urls":{},"metadata":{"authorlinks":{}},"downloads":0},"bibtype":"article","biburl":"https://drive.google.com/uc?id=1OuqS9TJwIphO6BtxZfgrAoA8hv_reMqs&export=download","creationDate":"2019-11-12T20:01:16.899Z","downloads":0,"keywords":[],"search_terms":["market","making","portfolio","liquidation","under","uncertainty","nyström","ould aly","zhang"],"title":"Market making and portfolio liquidation under uncertainty","year":2014,"dataSources":["rcuqDaM7c52BcWGGm"]}