Optimal market making (Q4610210)
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scientific article; zbMATH DE number 6856763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal market making |
scientific article; zbMATH DE number 6856763 |
Statements
Optimal market making (English)
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6 April 2018
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market making
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stochastic optimal control
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closed-form approximations
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Guéant-Lehalle-Fernandez-Tapia formulas
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CDX indices
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