Barzykin, Alexander
- Algorithmic market making in dealer markets with hedging and market impact
2021/06/13 by A. V. Barzykin, Philippe Bergault, Barzykin, Alexander +3 · 4 citations
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Economic theories and models
- Dealing with multi-currency inventory risk in FX cash markets
2022/07/08 by A. V. Barzykin, Barzykin, Alexander, Philippe Bergault +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)
- Market Making in Spot Precious Metals
2024/04/23 by Barzykin, Alexander, Bergault, Philippe, Guéant, Olivier · 2 citations
#FOS: Economics and business #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)