A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS (Q2892980): Difference between revisions

@@ Property / author @@
+Robert A. Jarrow
@@ Property / author: Robert A. Jarrow / rank @@
+Normal rank
@@ Property / author @@
+Philip E. Protter
@@ Property / author: Philip E. Protter / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of asset pricing for unbounded stochastic processes
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-neutral compatibility with option prices
@@ Property / cites work: Risk-neutral compatibility with option prices / rank @@
+Normal rank
@@ Property / cites work @@
+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
@@ Property / cites work: ASSET PRICE BUBBLES IN INCOMPLETE MARKETS / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024912500227
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@@ Property / OpenAlex ID @@
+W3122413623
@@ Property / OpenAlex ID: W3122413623 / rank @@
+Normal rank