High frequency market making: the role of speed (Q6150523)

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scientific article; zbMATH DE number 7814011
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High frequency market making: the role of speed
scientific article; zbMATH DE number 7814011

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    High frequency market making: the role of speed (English)
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    6 March 2024
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    high frequency trading
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    market making
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    inventory control
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    liquidity
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    market quality
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    stochastic optimal control
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    speed bump
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