Optimal market making (Q4610210)

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scientific article; zbMATH DE number 6856763
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English
Optimal market making
scientific article; zbMATH DE number 6856763

    Statements

    title
    Optimal market making (English)
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    author
    Olivier Guéant
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    publication date
    6 April 2018
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    zbMATH Keywords
    market making
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    stochastic optimal control
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    closed-form approximations
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    Guéant-Lehalle-Fernandez-Tapia formulas
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    CDX indices
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    93E20
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    60H30
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    zbMATH DE Number
    6856763
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