High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476): Difference between revisions

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Latest revision as of 16:28, 10 July 2024

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High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model
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    High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (English)
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    28 August 2015
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    high frequency trading
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    Markov renewal process
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    marked Cox process
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    adverse selection
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    integro-differential equation
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    perturbation method
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