Evangelista, David
- Closed-form approximations in multi-asset market making
2018/10/10 by Philippe Bergault, David Evangelista, Bergault, Philippe +5 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #91G60 #91G99 #93E20 #Auction Theory and Applications #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)