5519金融与交易简单数值题short
Reservation Price 4
题目
A market maker uses reservation price = fair_value - lambda*inventory. If fair value is 20.1, inventory is -40, lambda is 0.008, and the chosen half-spread is 0.012, what reservation price, bid, and ask should the maker use?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
reservation
bid
ask