Optimal market making in the foreign exchange market (Q2786211)
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scientific article; zbMATH DE number 5789616
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal market making in the foreign exchange market |
scientific article; zbMATH DE number 5789616 |
Statements
Optimal Market Making in the Foreign Exchange Market (English)
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21 September 2010
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market making
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optimal investment
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proportional transaction costs
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stochastic control
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0.841606616973877
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0.8167096972465515
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0.8042365312576294
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0.8013889193534851
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0.7965094447135925
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