Pages that link to "Item:Q5139231"
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The following pages link to Algorithmic trading in a microstructural limit order book model (Q5139231):
Displaying 5 items.
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Optimal inventory management and order book modeling (Q4967868) (← links)
- Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
