Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297)
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scientific article; zbMATH DE number 6917746
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes |
scientific article; zbMATH DE number 6917746 |
Statements
Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (English)
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14 August 2018
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algorithmic trading
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high frequency trading
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short-term-alpha
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adverse selection
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mutually exciting processes
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Hawkes processes
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