Optimal market making (Q4610210)

From MaRDI portal
Revision as of 10:50, 15 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article; zbMATH DE number 6856763
Language Label Description Also known as
English
Optimal market making
scientific article; zbMATH DE number 6856763

    Statements

    title
    Optimal market making (English)
    0 references
    author
    Olivier Guéant
    0 references
    publication date
    6 April 2018
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    93E20
    0 references
    60H30
    0 references
    zbMATH DE Number
    6856763
    0 references
    zbMATH Keywords
    market making
    0 references
    stochastic optimal control
    0 references
    closed-form approximations
    0 references
    Guéant-Lehalle-Fernandez-Tapia formulas
    0 references
    CDX indices
    0 references
    arXiv ID
    1605.01862
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4610210&oldid=36382586"
    Powered by MediaWiki