Pages that link to "Item:Q2447646"
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The following pages link to Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646):
Displaying 5 items.
- Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes (Q1721907) (← links)
- Apparent impact: the hidden cost of one-shot trades (Q3302298) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Optimal make–take fees for market making regulation (Q6078433) (← links)
- Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338) (← links)