Replicating Market Makers (Q6363868)

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preprint article from arXiv
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Replicating Market Makers
preprint article from arXiv

    Statements

    publication date
    26 March 2021
    0 references
    arXiv ID
    2103.14769
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    arXiv classification
    q-fin.MF
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    math.OC
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    q-fin.TR
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    author name string
    Guillermo Angeris
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    Alex Evans
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    Tarun Chitra
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