Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Ana Roldan Contreras"'
Publikováno v:
Risks, Vol 10, Iss 8, p 160 (2022)
The present paper is focused on the solution of optimal control problems such as optimal acquisition, optimal liquidation, and market making in relation to the high-frequency trading market. We have modeled optimal control problems with the price app
Externí odkaz:
https://doaj.org/article/d4eedee049cf4eee90ffe909b9badb91
Autor:
Anatoliy Swishchuk, Elham Soufiani, Ana Roldan-Contreras, Guillermo Martinez, Nishant Agrawal, Yao Yao, Mohsen Selfi
Publikováno v:
Wilmott. 2021:40-49
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd6823b945829b910376e01a2edb7a18
https://doi.org/10.1002/wilm.10942
https://doi.org/10.1002/wilm.10942