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~subject:"Marktmikrostruktur"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Search: subject:"Market Making"
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Marktmikrostruktur
Portfolio-Management
Market making
40
Theorie
30
Theory
30
market making
30
Electronic trading
29
Elektronisches Handelssystem
29
Securities trading
27
Wertpapierhandel
27
Börsenkurs
17
Liquidity
17
Share price
17
Bid-ask spread
15
Geld-Brief-Spanne
15
Market liquidity
14
Market microstructure
14
Marktliquidität
14
Börsenmakler
12
Liquidität
12
Stockbrokers
12
Financial market
10
Financial market regulation
10
Finanzmarkt
10
Finanzmarktregulierung
10
Stochastic process
10
Stochastischer Prozess
10
Volatility
9
Volatilität
9
Bourse
8
Börse
8
Portfolio selection
8
Aktienmarkt
7
Asymmetric information
7
Asymmetrische Information
7
Control theory
7
Kontrolltheorie
7
Option trading
7
Optionsgeschäft
7
Stock market
7
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Article
22
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Aufsatz in Zeitschrift
Konferenzbeitrag
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22
Arbeitspapier
5
Graue Literatur
5
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5
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English
22
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Cartea, Álvaro
2
Rosenbaum, Mathieu
2
Abergel, Frédéric
1
Adrian, Tobias
1
Aksoy, Ümit
1
Aly, Sidi Mohamed Ould
1
Aydoğan, Burcu
1
Banerjee, Anirban
1
Bergault, Philippe
1
Campi, Luciano
1
Capponi, Agostino
1
Chalamandaris, George
1
Cont, Rama
1
Contreras, Ana Roldan
1
Dayri, Khalil
1
Donnelly, Ryan
1
El Aoud, Sofiene
1
Evangelista, David
1
Fleming, Michael J.
1
Fok, Robert C. W.
1
Guilbaud, Fabien
1
Guéant, Olivier
1
Hwang, Hae-shin
1
Jaimungal, Sebastian
1
Khandani, Amir E.
1
Lee, Yi-tsung
1
Lehalle, Charles-Albert
1
Lipton, Alexander
1
Liu, Yu-jane
1
Lo, Andrew W.
1
López de Prado, Marcos M.
1
Mathieu, Rosenbaum
1
Megarbane, Nicolas
1
Muhle-Karbe, Johannes
1
Nyström, Kaj
1
Paan Jindapon
1
Paul, Jusselin
1
Pham, Huyên
1
Roy, Prince
1
Saliba, Pamela
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Applied mathematical finance
3
International journal of theoretical and applied finance
3
Journal of financial markets
3
Market microstructure and liquidity
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Computational economics
1
Finance research letters
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research
1
Pacific-Basin finance journal
1
Review of economics
1
Risks : open access journal
1
The European journal of finance
1
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ECONIS (ZBW)
22
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22
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1
A Leland model for delta hedging in central risk books
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 504-547
Persistent link: https://www.econbiz.de/10014329890
Saved in:
2
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
3
Optimal liquidation, acquisition and
market
making
problems in HFT under Hawkes models for LOB
Contreras, Ana Roldan
;
Sviščuk, Anatolij
- In:
Risks : open access journal
10
(
2022
)
8
,
pp. 1-32
liquidation, and
market
making
in relation to the high-frequency trading market. We have modeled optimal control problems with the …
Persistent link: https://www.econbiz.de/10013368241
Saved in:
4
Dynamics of
market
making
algorithms in dealer markets : learning and tacit collusion
Cont, Rama
;
Xiong, Wei
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 467-521
Persistent link: https://www.econbiz.de/10014514776
Saved in:
5
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
6
High-frequency trading and systemic risk : a structured review of findings and policies
Sánchez Serrano, Antonio
- In:
Review of economics
71
(
2020
)
3
,
pp. 169-195
Persistent link: https://www.econbiz.de/10012507346
Saved in:
7
Optimal auction duration : a price formation viewpoint
Paul, Jusselin
;
Thibaut, Mastrolia
;
Mathieu, Rosenbaum
- In:
Operations research
69
(
2021
)
6
,
pp. 1734-1745
Persistent link: https://www.econbiz.de/10012815718
Saved in:
8
Closed-form approximations in multi-asset
market
making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
9
Optimal
market
making
under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
10
Market
making
with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
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