Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136)
From MaRDI portal
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
