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Robert Boyce

Imperial College London

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Unwinding Toxic Flow with Partial Information

Number of pages: 52 Posted: 11 Jul 2024
Alexander Barzykin, Robert Boyce and Eyal Neuman
HSBC FX eRisk, Global Markets, HSBC Bank Plc., UK, Imperial College London and Imperial College London - Department of Mathematics
Downloads 1,078 (51,499)

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central risk book, market making, optimal liquidation, price impact, partially observable stochastic control

2.

FX Market Making with Internal Liquidity

Number of pages: 12 Posted: 08 Dec 2025
Alexander Barzykin, Robert Boyce and Eyal Neuman
HSBC FX eRisk, Global Markets, HSBC Bank Plc., UK, Imperial College London and Imperial College London - Department of Mathematics
Downloads 591 (115,649)

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Crowdfunding, Green, Environmental, Innovation, Sustainability, Funding, Platforms

3.

Market Making with Exogenous Competition

Forthcoming in SIAM Journal on Financial Mathematics
Number of pages: 14 Posted: 07 Aug 2024 Last Revised: 28 Mar 2025
Robert Boyce, Martin Herdegen and Leandro Sánchez-Betancourt
Imperial College London, University of Warwick - Department of Statistics and Mathematical Institute, University of Oxford
Downloads 553 (124,422)

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market making, competition, liquidity provision, missed trades, algorithmic trading

4.

Competition in Dealer Markets with Internalisation and Externalisation

Number of pages: 48 Posted: 13 Jun 2026
Robert Boyce and Eyal Neuman
Imperial College London and Imperial College London - Department of Mathematics
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Market Making, Nash Equilibrium, Optimal Liquidation, Price Impact