Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
Preprint in arXiv (May 2024)
The most recent citing publications are shown below. View all 139 publications that cite this research output on Dimensions.
Preprint in arXiv (May 2024)
Article in Journal of Banking and Financial Technology (April 2024)
Article in Journal of Econometrics (February 2024)