Optimal market making
Olivier Guéant
| Year of publication: |
March-April 2017
|
|---|---|
| Authors: | Guéant, Olivier |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 24.2017, 1/2, p. 112-154
|
| Subject: | Market making | Stochastic optimal control | Closed-form approximations | Guéant-Lehalle-Fernandez-Tapia formulas | CDX indices | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2017.1342552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011746995