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"A Market Making Quotation Strategy Based on Dual Deep Learning Agents for ..."

Pei-Ying Hsu et al. (2018)

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DOI: 10.1109/AGENTS.2018.8460084

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
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Pei-Ying Hsu, Chin Chou, Szu-Hao Huang, An-Pin Chen:
A Market Making Quotation Strategy Based on Dual Deep Learning Agents for Option Pricing and Bid-Ask Spread Estimation. ICA 2018: 99-104

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