Algorithmic market making in dealer markets with hedging and market impact
Alexander Barzykin, Philippe Bergault, Olivier Guéant
| Year of publication: |
2023
|
|---|---|
| Authors: | Barzykin, Alexander ; Bergault, Philippe ; Guéant, Olivier |
| Subject: | algorithmic trading | dealer markets | market making | stochastic optimal control | viscosity solutions | Wertpapierhandel | Securities trading | Hedging | Elektronisches Handelssystem | Electronic trading | Börsenmakler | Stockbrokers | Marktmechanismus | Market mechanism | Börsenkurs | Share price | Algorithmus | Algorithm | Marktmikrostruktur | Market microstructure | Kontrolltheorie | Control theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12367 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278660