Optimal market dealing under constraints (Q2401520): Difference between revisions

@@ Property / author @@
-M'hamed Gaigi
@@ Property / author: M'hamed Gaigi / rank @@
-Normal rank
@@ Property / author @@
+M'hamed Gaigi
@@ Property / author: M'hamed Gaigi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10957-016-1040-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2558417247
@@ Property / OpenAlex ID: W2558417247 / rank @@
+Normal rank
@@ Property / cites work @@
+High-frequency trading in a limit order book
@@ Property / cites work: High-frequency trading in a limit order book / rank @@
+Normal rank
@@ Property / cites work @@
+Dealing with the inventory risk: a solution to the market making problem
+Normal rank
@@ Property / cites work @@
+Q3549931
@@ Property / cites work: Q3549931 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic trading policies with price impact
@@ Property / cites work: Dynamic trading policies with price impact / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+The Liquidity Discount
@@ Property / cites work: The Liquidity Discount / rank @@
+Normal rank
@@ Property / cites work @@
+Investment/Consumption Problem in Illiquid Markets with Regime-Switching
+Normal rank
@@ Property / cites work @@
+LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY
+Normal rank
@@ Property / cites work @@
+Optimal high-frequency trading with limit and market orders
+Normal rank
@@ Property / cites work @@
+A MATHEMATICAL APPROACH TO ORDER BOOK MODELING
@@ Property / cites work: A MATHEMATICAL APPROACH TO ORDER BOOK MODELING / rank @@
+Normal rank
@@ Property / cites work @@
+Q3656685
@@ Property / cites work: Q3656685 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2401520