The following pages link to Optimal market making (Q4610210):
Displaying 18 items.
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- Optimal inventory management and order book modeling (Q4967868) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- Algorithmic market making for options (Q5014175) (← links)
- Optimal Auction Duration: A Price Formation Viewpoint (Q5031656) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← 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)
- Deep neural network solution for finite state mean field game with error estimation (Q6078100) (← 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)
- Decentralized finance and automated market making: predictable loss and optimal liquidity provision (Q6623045) (← links)
- Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (Q6654972) (← links)
