SSRNTrading, Microstructure & Execution
Optimal Liquidity Provision in Market Making
The study proposes an optimal liquidity provision strategy for automated market makers with concentrated liquidity, using stochastic optimal control.
Featured in No. 12 on 17 Aug 2023 ·
- Released
- 22 Nov 2022
- First featured
- No. 12 · 17 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4541822
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