Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136): Difference between revisions

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+Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
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+Algorithmic Trading with Model Uncertainty
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+Buy Low, Sell High: A High Frequency Trading Perspective
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+GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION
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+Dealing with the inventory risk: a solution to the market making problem
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+Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality
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+Optimal high-frequency trading with limit and market orders
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+OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION
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+Option market making under inventory risk
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