Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136)
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scientific article; zbMATH DE number 7742859
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| English | Size matters for OTC market makers: General results and dimensionality reduction techniques |
scientific article; zbMATH DE number 7742859 |
Statements
Size matters for OTC market makers: General results and dimensionality reduction techniques (English)
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27 September 2023
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curse of dimensionality
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integro-differential equations
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market making
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risk factor models
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stochastic optimal control
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0.7784013
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0.7652253
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0.7634304
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0.7607294
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0.75935906
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