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Francois Buet-Golfouse

Barclays

London EC3P 3AH

United Kingdom

SCHOLARLY PAPERS

1

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262

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0

Scholarly Papers (1)

1.

Optimal Option Market Making Under Market Impact

Number of pages: 18 Posted: 22 Oct 2025
Francois Buet-Golfouse and Alex S. L. Tse
Barclays and University College London
Downloads 262 (319,183)

Abstract:

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Market Making, Market Impact, Trading Frictions, Option, Algorithmic Trading, HJB Equation, Approximation