@article{dealingwithmulticurrencyinventoryriskin, title = {Dealing with multi-currency inventory risk in FX cash markets}, author = {Alexander Barzykin and Philippe Bergault and Olivier Guéant}, year = {2022}, eprint = {2207.04100}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2207.04100v4}, }