Dealing with the inventory risk: a solution to the market making problem (Q367376): Difference between revisions
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Revision as of 02:21, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dealing with the inventory risk: a solution to the market making problem |
scientific article |
Statements
Dealing with the inventory risk: a solution to the market making problem (English)
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13 September 2013
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stochastic optimal control
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high-frequency market making
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Avellaneda-Stoikov problem
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