Optimal market making in the presence of latency (Q5139247)
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scientific article; zbMATH DE number 7282790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal market making in the presence of latency |
scientific article; zbMATH DE number 7282790 |
Statements
Optimal market making in the presence of latency (English)
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7 December 2020
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market making
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limit order book
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large-tick assets
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Markov decision process
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order value
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