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Robust control in a rough environment
Han, Bingyan; Wong, Hoi Ying - In: Quantitative finance 22 (2022) 3, pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
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Algorithmic market making for options
Baldacci, Bastien; Bergault, Philippe; Guéant, Olivier - In: Quantitative finance 21 (2021) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
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Learning a functional control for high-frequency finance
Leal, Laura; Lauriere, Mathieu; Lehalle, Charles-Albert - In: Quantitative finance 22 (2022) 11, pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928