Optimal Market-Making with Risk Aversion (Q4648252)
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scientific article; zbMATH DE number 6103661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Market-Making with Risk Aversion |
scientific article; zbMATH DE number 6103661 |
Statements
Optimal Market-Making with Risk Aversion (English)
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8 November 2012
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market-making
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inventory control
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risk aversion
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dynamic programming
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optimal policy
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