Computational methods for market making algorithms

Olivier Guéant

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Date: 2022-11-25
New Economics Papers: this item is included in nep-cmp
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Published in Progress in Industrial Mathematics at ECMI 2021, 39, Springer International Publishing, pp.509-515, 2022, Mathematics in Industry, ⟨10.1007/978-3-031-11818-0_66⟩

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DOI: 10.1007/978-3-031-11818-0_66

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