英文标题：
《Applications of a New Self-Financing Equation》
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作者：
Rene Carmona and Kevin Webster
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最新提交年份：
2019
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英文摘要：
The goal of this note is to illustrate the impact of a self-financing condition recently introduced by the authors. We present the analyses of two specific applications usually considered in more traditional models in financial mathematics. They include hedging European options with limit orders and the optimal behavior of market makers.
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中文摘要：
本说明的目的是说明作者最近提出的自筹资金条件的影响。我们分析了金融数学中较传统模型中通常考虑的两个具体应用。它们包括用限价指令对冲欧洲期权和做市商的最佳行为。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Trading and Market Microstructure 交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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