High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476): Difference between revisions
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Revision as of 10:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model |
scientific article |
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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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