← 返回数学题库
5794金融与交易中等数值题short

Inventory Inflates The Sell-Side Width

题目

A maker is long inventory q=200 units. It widens the side that would add to its position using h_buy = base + gamma*sigma2*q and tightens nothing else, with base=0.02, gamma=0.0001, sigma2=2 (variance). What half-spread does it quote on the buy side (where filling makes it longer)?

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