Algorithmic market making for options (Q5014175)
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scientific article; zbMATH DE number 7436778
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Algorithmic market making for options |
scientific article; zbMATH DE number 7436778 |
Statements
Algorithmic market making for options (English)
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1 December 2021
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market making
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algorithmic trading
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options
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stochastic optimal control
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0.8161925673484802
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0.8000550866127014
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0.7965094447135925
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0.7823956608772278
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0.7796974182128906
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