A data-driven deep learning approach for options market making
Qianhui Lai, Xuefeng Gao, Lingfei Li
| Year of publication: |
2023
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|---|---|
| Authors: | Lai, Qianhui ; Gao, Xuefeng ; Li, Lingfei |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 5, p. 777-797
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| Subject: | Deep learning | Algorithmic trading | Hawkes process | Market making | Options | Optionsgeschäft | Option trading | Elektronisches Handelssystem | Electronic trading | Künstliche Intelligenz | Artificial intelligence | Lernprozess | Learning process | Algorithmus | Algorithm | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2186257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304348