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Adaptive optimal market making strategies with inventory liquidation cost (Q6585788)

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scientific article; zbMATH DE number 7895128
Language Label Description Also known as
English
Adaptive optimal market making strategies with inventory liquidation cost
scientific article; zbMATH DE number 7895128

    Statements

    title
    Adaptive optimal market making strategies with inventory liquidation cost (English)
    0 references
    author
    Chuyi Yu
    0 references
    Yi Zhang
    0 references
    publication date
    12 August 2024
    0 references
    zbMATH Keywords
    market making
    0 references
    limit order book
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    stochastic control
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    Identifiers

    zbMATH DE Number
    7895128
    0 references
    DOI
    10.1137/23M1571058
    0 references
     
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