Optimal market making with persistent order flow (Q5162846)
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scientific article; zbMATH DE number 7421261
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal market making with persistent order flow |
scientific article; zbMATH DE number 7421261 |
Statements
Optimal Market Making with Persistent Order Flow (English)
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5 November 2021
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Hawkes processes
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market making
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high frequency trading
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stochastic control
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partial differential equations
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viscosity solutions
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0.8417577147483826
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0.835450291633606
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0.8167096972465515
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0.8157990574836731
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0.8088526129722595
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