Empirical Analysis on Market-Making Hedging Problem based on Quadratic Programming with Time-Decay and Sparse-Term

Autor:	Ruoshi Shi, Jian Guo, Yanlong Zhao
Rok vydání:	2022
Zdroj:	2022 41st Chinese Control Conference (CCC).
DOI:	10.23919/ccc55666.2022.9901530
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::37d10369d5b3234c1d5b81a5d27222e2 https://doi.org/10.23919/ccc55666.2022.9901530 Zobrazit plný text záznamu