The following pages link to Optimal liquidity provision (Q2348293):
Displaying 8 items.
- Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- Liquidity provision in capacity-constrained markets (Q2843360) (← links)
- RESOLVING THE LIQUIDITY PUZZLE (Q4233490) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)