Dealing with the inventory risk: a solution to the market making problem (Q367376)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dealing with the inventory risk: a solution to the market making problem |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dealing with the inventory risk: a solution to the market making problem |
scientific article |
Statements
Dealing with the inventory risk: a solution to the market making problem (English)
0 references
13 September 2013
0 references
stochastic optimal control
0 references
high-frequency market making
0 references
Avellaneda-Stoikov problem
0 references
0.8695779
0 references
0.86663467
0 references
0.8404091
0 references
0.8385514
0 references
0.8237134
0 references
0.81755984
0 references
0.8154744
0 references
