Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (Q6654972)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Price estimation via Bayesian filtering and optimal bid-ask prices for market makers |
scientific article; zbMATH DE number 7960118
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price estimation via Bayesian filtering and optimal bid-ask prices for market makers |
scientific article; zbMATH DE number 7960118 |
Statements
Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (English)
0 references
20 December 2024
0 references
Bayesian filter
0 references
particle filter
0 references
market making
0 references
0 references
