Pages that link to "Item:Q5262513"
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The following pages link to OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513):
Displaying 16 items.
- Order execution probability and order queue in limit order markets (Q2220431) (← links)
- Optimal order placement in limit order markets (Q4555056) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037) (← links)
- Algorithmic market making for options (Q5014175) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Inventory management in customised liquidity pools (Q5193376) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
