Wasserstein Robust Market Making via Entropy Regularization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Fang, Zhou, Israel, Arie
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.04072