sle14/Options-market-making-using-a-stochastic-control-approach sle14/Options-market-making-using-a-stochastic-control-approach

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    Python
  • Created about 2 years ago
  • Updated about 2 years ago
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sle14/Options-market-making-using-a-stochastic-control-approach
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Repository Details

Derivation of analytical expressions of optimal quotes for market making in options.

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