Market based mechanisms for incentivising exchange liquidity provision

DOI10.1007/978-3-662-63958-0_7zbMath1492.91356OpenAlexW3204264614MaRDI QIDQ2670819

B. Mannerings, David Šiška, W. Gawlikowicz, Terry Rudolph

Publication date: 1 June 2022

Full work available at URL: https://doi.org/10.1007/978-3-662-63958-0_7

Mathematics Subject Classification ID

Cryptography (94A60) Financial markets (91G15)

Cites Work

• On finite-difference approximations for normalized Bellman equations
• Continuous Auctions and Insider Trading
• Method of successive approximations for solution of optimal control problems
• Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions