"Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost."

Jonathan A. Chávez Casillas et al. (2024)

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DOI: 10.1137/23M1571058

access: closed

type: Journal Article

metadata version: 2024-08-16

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Jonathan A. Chávez Casillas, José E. Figueroa-López, Chuyi Yu, Yi Zhang:
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost. SIAM J. Financial Math. 15(3): 653-699 (2024)

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