Optimal market making (Q4610210): Difference between revisions

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+.01862
@@ Property / arXiv ID: 1605.01862 / 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 @@
+Normal rank
@@ Property / cites work @@
+LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY
+Normal rank
@@ Property / cites work @@
+Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
+Normal rank
@@ Property / cites work @@
+Algorithmic Trading with Model Uncertainty
@@ Property / cites work: Algorithmic Trading with Model Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
+Normal rank
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+Buy Low, Sell High: A High Frequency Trading Perspective
+Normal rank
@@ Property / cites work @@
+Q5263525
@@ Property / cites work: Q5263525 / rank @@
+Normal rank
@@ Property / cites work @@
+Closed-form Approximations in Multi-asset Market Making
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio Liquidation with Limit Orders
@@ Property / cites work: Optimal Portfolio Liquidation with Limit Orders / rank @@
+Normal rank
@@ Property / cites work @@
+Dealing with the inventory risk: a solution to the market making problem
+Normal rank
@@ Property / cites work @@
+GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION
@@ Property / cites work: GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION / rank @@
+Normal rank
@@ Property / cites work @@
+Q2787919
@@ Property / cites work: Q2787919 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal high-frequency trading with limit and market orders
+Normal rank
@@ Property / cites work @@
+MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY
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+W2387636772
@@ Property / OpenAlex ID: W2387636772 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4610210