Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (Q6654972)
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scientific article; zbMATH DE number 7960118
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| English | Price estimation via Bayesian filtering and optimal bid-ask prices for market makers |
scientific article; zbMATH DE number 7960118 |
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Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (English)
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20 December 2024
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Bayesian filter
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particle filter
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market making
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0.7903710603713989
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0.7199721932411194
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0.7148945927619934
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0.7002800703048706
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