Pages that link to "Item:Q2941476"
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The following pages link to High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476):
Displaying 12 items.
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Analysis of an aggregate loss model in a Markov renewal regime (Q2242094) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Semi-Markov Model for Market Microstructure (Q4682482) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Optimal market making in the presence of latency (Q5139247) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
