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Optimal inventory management and order book modeling - MaRDI portal

Optimal inventory management and order book modeling (Q4967868)

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scientific article; zbMATH DE number 7079335
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English
Optimal inventory management and order book modeling
scientific article; zbMATH DE number 7079335

    Statements

    title
    Optimal inventory management and order book modeling (English)
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    author
    Nicolas Baradel
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    Bruno Bouchard
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    David Evangelista
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    Othmane Mounjid
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    publication date
    11 July 2019
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    zbMATH Keywords
    order book dynamics
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    optimal trading
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    optimal control
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    dynamic programming
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    approximate optimal controls
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    91G80
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    93E20
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    49L25
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    zbMATH DE Number
    7079335
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    OpenAlex ID
    W3121897637
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    arXiv ID
    1802.08135
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