Optimal bookmaking (Q2239899): Difference between revisions

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+.01056
@@ Property / arXiv ID: 1907.01056 / rank @@
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+High-frequency trading in a limit order book
@@ Property / cites work: High-frequency trading in a limit order book / rank @@
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+LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY
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+OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK
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+Credit portfolio selection with decaying contagion intensities
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+An application of incomplete pairwise comparison matrices for ranking top tennis players
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+DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING
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+Optimal execution with limit and market orders
@@ Property / cites work: Optimal execution with limit and market orders / rank @@
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+Risk-Neutral Pricing and Hedging of In-Play Football Bets
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+Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions
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+Controlled Markov processes and viscosity solutions
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+Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
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+Optimal Portfolio Liquidation with Limit Orders
@@ Property / cites work: Optimal Portfolio Liquidation with Limit Orders / rank @@
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+Forecasting the winner of a tennis match.
@@ Property / cites work: Forecasting the winner of a tennis match. / rank @@
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+A Stochastic Theory of the Firm
@@ Property / cites work: A Stochastic Theory of the Firm / rank @@
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+Beyond crowd judgments: data-driven estimation of market value in association football
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+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
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+A gamma process based in-play prediction model for National Basketball Association games
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+Survey of Measurable Selection Theorems
@@ Property / cites work: Survey of Measurable Selection Theorems / rank @@
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+OR analysis of sporting rules -- a survey
@@ Property / cites work: OR analysis of sporting rules -- a survey / rank @@
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+Q4255599
@@ Property / cites work: Q4255599 / rank @@
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@@ Property / cites work @@
+Optimal investment and risk control policies for an insurer: expected utility maximization
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