On Bid and Ask Side-Specific Tick Sizes (Q6091093)
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scientific article; zbMATH DE number 7770150
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Bid and Ask Side-Specific Tick Sizes |
scientific article; zbMATH DE number 7770150 |
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On Bid and Ask Side-Specific Tick Sizes (English)
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23 November 2023
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high frequency trading
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tick size
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model with uncertainty zones
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market making
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stochastic control
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viscosity solutions
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financial regulation
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