42 citations · 99 across the 17 of their papers we have counts for
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q-fin.TR2023
Over-the-Counter Market Making via Reinforcement Learning
Zhou Fang, Haiqing Xu
The over-the-counter (OTC) market is characterized by a unique feature that allows market makers to adjust bid-ask spreads based on order size. However, this flexibility introduces…
q-fin.TR2023
Option Market Making via Reinforcement Learning
Zhou Fang, Haiqing Xu
Market making of options with different maturities and strikes is a challenging problem due to its highly dimensional nature. In this paper, we propose a novel approach that combin…