Market making with minimum resting times

Author: 

Cartea, A
Wang, Y

Publication Date: 

3 June 2019

Journal: 

QUANTITATIVE FINANCE

Last Updated: 

2019-12-07T13:38:31.567+00:00

Issue: 

6

Volume: 

19

DOI: 

10.1080/14697688.2018.1556399

page: 

903-920

Symplectic id: 

971402

Download URL: 

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article