Hong Liu, Yajun Wang. Market making with asymmetric information and inventory risk. J. Economic Theory, 163:73-109, 2016. [doi]
@article{LiuW16-8,
title = {Market making with asymmetric information and inventory risk},
author = {Hong Liu and Yajun Wang},
year = {2016},
doi = {10.1016/j.jet.2016.01.005},
url = {http://dx.doi.org/10.1016/j.jet.2016.01.005},
researchr = {https://researchr.org/publication/LiuW16-8},
cites = {0},
citedby = {0},
journal = {J. Economic Theory},
volume = {163},
pages = {73-109},
}