SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306): Difference between revisions

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+.2023
@@ Property / arXiv ID: 1405.2023 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3355178
@@ Property / cites work: Q3355178 / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithmic Trading with Model Uncertainty
@@ Property / cites work: Algorithmic Trading with Model Uncertainty / rank @@
+Normal rank
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+Modelling Asset Prices for Algorithmic and High-Frequency Trading
+Normal rank
@@ Property / cites work @@
+ALGORITHMIC TRADING WITH LEARNING
@@ Property / cites work: ALGORITHMIC TRADING WITH LEARNING / rank @@
+Normal rank
@@ Property / cites work @@
+Buy Low, Sell High: A High Frequency Trading Perspective
+Normal rank
@@ Property / cites work @@
+OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET
+Normal rank
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+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model
+Normal rank
@@ Property / cites work @@
+OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio Liquidation with Limit Orders
@@ Property / cites work: Optimal Portfolio Liquidation with Limit Orders / rank @@
+Normal rank
@@ Property / cites work @@
+Dealing with the inventory risk: a solution to the market making problem
+Normal rank
@@ Property / cites work @@
+When to Cross the Spread? Trading in Two-Sided Limit Order Books
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function
+Normal rank
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+LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING
+Normal rank
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+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Optimal control of the risk process in a regime-switching environment
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2953306