Market making, prices, and quantity limits

Dupont, D. . The Review of Financial Studies 2000. 13 :1129-1151

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Bibtex

@article{CIS-168045,
  Author = {Dupont, D.},
  Title = {Market making, prices, and quantity limits},
  Journal = {The Review of Financial Studies},
  Volume = {13},
  Year = {2000},
  Pages = {1129--1151},
  Keywords = {Adaptive estimation, robustness of estimators, measures of association and dependence in quantitative data}
}

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