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Logarithmic regret in the ergodic Avellaneda-Stoikov market making model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cao, Jialun, Šiška, David, Szpruch, Lukasz, Treetanthiploet, Tanut
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Trading and Market Microstructure Primary 93E35, Secondary 93C40, 93C41, 93E20, 91G80
Online Access:	Acceder al recurso
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