Pages that link to "Item:Q367376"

The following pages link to Dealing with the inventory risk: a solution to the market making problem (Q367376):

Displaying 41 items.

• Incorporating order-flow into optimal execution (Q300846) (← links)
• Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
• Dynamic equilibrium of market making with price competition (Q2062249) (← links)
• Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
• Optimal liquidity provision (Q2348293) (← links)
• Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
• Optimal market dealing under constraints (Q2401520) (← links)
• OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
• ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
• High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
• SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
• TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
• Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
• Optimal market making (Q4610210) (← links)
• Optimal Make-Take Fees in a Multi Market-Maker Environment (Q4988548) (← links)
• Algorithmic market making for options (Q5014175) (← links)
• Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
• Market making with inventory control and order book information (Q5072917) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
• Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
• Optimal market making in the presence of latency (Q5139247) (← links)
• Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
• Inventory management in customised liquidity pools (Q5193376) (← links)
• Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496) (← links)
• Real-time market microstructure analysis: online transaction cost analysis (Q5245456) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
• RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
• Optimal high-frequency trading with limit and market orders (Q5746744) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)
• Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
• A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
• On Bid and Ask Side-Specific Tick Sizes (Q6091093) (← links)
• Recent advances in reinforcement learning in finance (Q6146668) (← links)
• High frequency market making: the role of speed (Q6150523) (← links)
• Towards multi‐agent reinforcement learning‐driven over‐the‐counter market simulations (Q6196291) (← links)
• Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294) (← links)