A data-driven deep learning approach for options market making

DOI10.1080/14697688.2023.2186257zbMath1519.91263OpenAlexW4324395628MaRDI QIDQ6158439

Xuefeng Gao, Lingfei Li, Unnamed Author

Publication date: 20 June 2023

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2023.2186257

zbMATH Keywords

optionsHawkes processmarket makingalgorithmic tradingdeep learning

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Derivative securities (option pricing, hedging, etc.) (91G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Data-driven hedging of stock index options via deep learning

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