Optimal market making under partial information with general intensities
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- Marcello Monga, 2024. "Automated Market Making and Decentralized Finance," Papers 2407.16885, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2019-02-11 (Market Microstructure)
- NEP-UPT-2019-02-11 (Utility Models and Prospect Theory)
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