Algorithmic market making in dealer markets with hedging and market impact (Q6054445)
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scientific article; zbMATH DE number 7743096
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| English | Algorithmic market making in dealer markets with hedging and market impact |
scientific article; zbMATH DE number 7743096 |
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Algorithmic market making in dealer markets with hedging and market impact (English)
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28 September 2023
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algorithmic trading
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dealer markets
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market making
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stochastic optimal control
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viscosity solutions
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0.85997045
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0.85268533
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0.84131825
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0.83457553
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0.82570374
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0.8240861
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0.8234482
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