An electronic market-making algorithm
In finance, a market-maker quotes both a buy and a sell price in a financial instrument or commodity, with the intention of making a profit on the bid/ask spread. The function of market-making in financial instruments is at present almost exclusively the domain of humans. Computational finance (syst...
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University College London (University of London)
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505191 |