Closed-form Approximations in Multi-asset Market Making (Q5063386)
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scientific article; zbMATH DE number 7494017
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Closed-form Approximations in Multi-asset Market Making |
scientific article; zbMATH DE number 7494017 |
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Closed-form Approximations in Multi-asset Market Making (English)
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21 March 2022
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algorithmic trading
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market making
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stochastic optimal control
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closed-form approximations
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Monte Carlo methods
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0.8638077
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0.8515268
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0.8513092
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0.8480657
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0.8464749
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0.84438014
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