ALGORITHMIC TRADING WITH LEARNING (Q2814668)

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ALGORITHMIC TRADING WITH LEARNING
scientific article

    Statements

    title
    ALGORITHMIC TRADING WITH LEARNING (English)
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    author
    Álvaro Cartea
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    Sebastian Jaimungal
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    Damir Kinzebulatov
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    publication date
    22 June 2016
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    zbMATH Keywords
    algorithmic trading
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    high frequency trading
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    nonlinear filtration
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    Brownian bridge
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    stochastic optimal control
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    adverse selection
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    Identifiers

    zbMATH DE Number
    6596753
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