Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chávez-Casillas, Jonathan, Figueroa-López, José E., Yu, Chuyi, Zhang, Yi
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.11444