Optimal market making in the presence of latency

Xuefeng Gao and Yunhan Wang

Year of publication:	2020
Authors:	Gao, Xuefeng ; Wang, Yunhan
Subject:	Large-tick assets \| Limit order book \| Market making \| Markov decision process \| Order value \| Theorie \| Theory \| Wertpapierhandel \| Securities trading \| Börsenkurs \| Share price \| Entscheidung \| Decision \| Marktmikrostruktur \| Market microstructure \| Spekulation \| Speculation

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