Martin Herdegen

According to our database, Martin Herdegen authored at least 7 papers between 2018 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

Market Making with Exogenous Competition.

Robert Boyce, Martin Herdegen, Leandro Sánchez-Betancourt

SIAM J. Financial Math., 2025

<i>ρ</i>-Arbitrage and <i>ρ</i>-Consistent Pricing for Star-Shaped Risk Measures.

Martin Herdegen, Nazem Khan

Math. Oper. Res., 2025

2023

Liquidity Provision with Adverse Selection and Inventory Costs.

Martin Herdegen, Johannes Muhle-Karbe, Florian Stebegg

Math. Oper. Res., August, 2023

Mbt-gym: Reinforcement learning for model-based limit order book trading.

Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022

Model-based gym environments for limit order book trading.

Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen

CoRR, 2022

2018

Stability of Radner equilibria with respect to small frictions.

Martin Herdegen, Johannes Muhle-Karbe

Finance Stochastics, 2018

Equilibrium returns with transaction costs.

Bruno Bouchard, Masaaki Fukasawa, Martin Herdegen, Johannes Muhle-Karbe

Finance Stochastics, 2018