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Applied Mathematical Finance, ISSN 1350-486X, 03/2017, Volume 24, Issue 2, pp. 112 - 154
Market makers provide liquidity to other market participants: they propose prices at which they stand ready to buy and sell a wide variety of assets. They face... 
CDX indices | Guéant-Lehalle-Fernandez-Tapia formulas | Market making | Stochastic optimal control | Closed-form approximations | Guéant–Lehalle–Fernandez-Tapia formulas
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