Optimal market dealing under constraints (Q2401520): Difference between revisions
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Revision as of 23:04, 12 February 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimal market dealing under constraints |
scientific article |
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Optimal market dealing under constraints (English)
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1 September 2017
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stochastic control
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viscosity solutions
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market maker
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inventory constraints
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