Pages that link to "Item:Q4682482"
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The following pages link to Semi-Markov Model for Market Microstructure (Q4682482):
Displaying 9 items.
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- Adaptive optimal market making strategies with inventory liquidation cost (Q6585788) (← links)
- A semi-Markov approach to financial modelling during the COVID-19 pandemic (Q6609933) (← links)
