Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:47, 10 July 2024
scientific article; zbMATH DE number 7742859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Size matters for OTC market makers: General results and dimensionality reduction techniques |
scientific article; zbMATH DE number 7742859 |
Statements
Size matters for OTC market makers: General results and dimensionality reduction techniques (English)
0 references
27 September 2023
0 references
curse of dimensionality
0 references
integro-differential equations
0 references
market making
0 references
risk factor models
0 references
stochastic optimal control
0 references
