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. In IEEE International Conference on Agents, ICA 2018, Singapore, July 28-31, 2018. pages 99-104, IEEE, 2018. [doi]
Abstract is missing.