Pages that link to "Item:Q5262521"

The following pages link to RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521):

Displaying 16 items.

• Incorporating order-flow into optimal execution (Q300846) (← links)
• Dealing with the inventory risk: a solution to the market making problem (Q367376) (← links)
• Incorporating signals into optimal trading (Q1739054) (← links)
• The self-financing equation in limit order book markets (Q1999602) (← links)
• Dynamic equilibrium of market making with price competition (Q2062249) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• Optimal liquidity provision (Q2348293) (← links)
• ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
• A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
• High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
• PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (Q2968281) (← links)
• MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
• On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
• A Leland model for delta hedging in central risk books (Q6146669) (← links)