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An Impulse Control Approach to Market Making in a Hawkes LOB Market

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jain, Konark, Firoozye, Nick, Kochems, Jonathan, Treleaven, Philip
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Computational Finance
Online Access:	Acceder al recurso
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