Comparison of different market making strategies for high frequency traders

Yibing Xiong, Takashi Yamada, Takao Terano. Comparison of different market making strategies for high frequency traders. In Proceedings of the 2015 Winter Simulation Conference, Huntington Beach, CA, USA, December 6-9, 2015. pages 324-335, IEEE/ACM, 2015. [doi]

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