Optimal market dealing under constraints (Q2401520)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal market dealing under constraints
scientific article

    Statements

    Optimal market dealing under constraints (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    1 September 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic control
    0 references
    viscosity solutions
    0 references
    market maker
    0 references
    inventory constraints
    0 references
    0 references