Inventory management in customised liquidity pools (Q5193376)
From MaRDI portal
scientific article; zbMATH DE number 7103162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inventory management in customised liquidity pools |
scientific article; zbMATH DE number 7103162 |
Statements
Inventory management in customised liquidity pools (English)
0 references
10 September 2019
0 references
electronic trading
0 references
market making
0 references
inventory risk
0 references
impulse-control problem
0 references
quasi variational inequality
0 references
viscosity solutions
0 references
0 references
