Pages that link to "Item:Q836039"
From MaRDI portal
The following pages link to Option market making under inventory risk (Q836039):
Displaying 8 items.
- The self-financing equation in limit order book markets (Q1999602) (← links)
- Internalisation by electronic FX spot dealers (Q4628034) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Algorithmic market making for options (Q5014175) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Market making with inventory control and order book information (Q5072917) (← links)
- Optimal high-frequency trading with limit and market orders (Q5746744) (← links)
- Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)