Optimal market dealing under constraints (Q2401520)
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scientific article; zbMATH DE number 6768807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal market dealing under constraints |
scientific article; zbMATH DE number 6768807 |
Statements
Optimal market dealing under constraints (English)
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1 September 2017
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stochastic control
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viscosity solutions
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market maker
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inventory constraints
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0.8392601609230042
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0.823985755443573
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0.8114727139472961
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0.8082383275032043
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0.8030396103858948
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