Algorithmic market making for options (Q5014175)

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scientific article; zbMATH DE number 7436778
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Algorithmic market making for options
scientific article; zbMATH DE number 7436778

    Statements

    title
    Algorithmic market making for options (English)
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    author
    Bastien Baldacci
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    Philippe Bergault
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    Olivier Guéant
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    publication date
    1 December 2021
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    Mathematics Subject Classification ID
    91G20
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    91G15
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    93E20
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    zbMATH DE Number
    7436778
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    zbMATH Keywords
    market making
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    algorithmic trading
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    options
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    stochastic optimal control
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    OpenAlex ID
    W3047014426
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    arXiv ID
    1907.12433
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