Joaquin Fernandez Tapia

Identifiers

• name variant Joaquin Fernandez Tapia 0.60 · backfill

Papers (2)

1. Optimal Portfolio Liquidation with Limit Orders q-fin.TR · 2011 · author #3
2. Dealing with the Inventory Risk. A solution to the market making problem q-fin.TR · 2011 · author #3

Mentions

• 1106.3279 #3 · arxiv_oai · confidence 0.70 Joaquin Fernandez Tapia
• 1106.3279 #3 · backfill · confidence 0.70 Joaquin Fernandez Tapia
• 1105.3115 #3 · backfill · confidence 0.70 Joaquin Fernandez Tapia

Frequent Coauthors

• Charles-Albert Lehalle 2 shared papers
• Olivier Gu\'eant 2 shared papers