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Stoikov, Sasha - School of Operations Research and Industrial Engineering, Cornell University
OPTIMAL INVESTMENTS IN THE PRESENCE OF UNHEDGEABLE RISKS AND UNDER CARA
Option market making under inventory risk Sasha Stoikov
High-frequency trading in a limit order book Marco Avellaneda & Sasha Stoikov
DYNAMIC ASSET ALLOCATION AND CONSUMPTION CHOICE IN INCOMPLETE MARKETS
Sasha F. Stoikov School of Operations Research and Industrial Engineering
PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER SASHA F. STOIKOV
