Optimal market making (Q4610210)
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scientific article; zbMATH DE number 6856763
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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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0.8613899350166321
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0.8446422815322876
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0.842312216758728
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0.8417577147483826
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0.841606616973877
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