Pages that link to "Item:Q5746744"

The following pages link to Optimal high-frequency trading with limit and market orders (Q5746744):

Displaying 50 items.

• Incorporating order-flow into optimal execution (Q300846) (← links)
• Dealing with the inventory risk: a solution to the market making problem (Q367376) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Optimal control of semi-Markov processes with a backward stochastic differential equations approach (Q525049) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• Mean field game of controls and an application to trade crowding (Q1648897) (← links)
• Optimal execution with stochastic delay (Q2111242) (← links)
• Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
• Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
• Optimal liquidity provision (Q2348293) (← links)
• Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
• Optimal market dealing under constraints (Q2401520) (← links)
• Continuous time trading of a small investor in a limit order market (Q2444632) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182) (← links)
• Optimal hedging through limit orders (Q2816625) (← links)
• LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY (Q2927944) (← 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)
• OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS (Q2970320) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• Modeling the coupled return-spread high frequency dynamics of large tick assets (Q3302105) (← links)
• Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
• Optimal order placement in limit order markets (Q4555056) (← links)
• Enhancing trading strategies with order book signals (Q4559323) (← links)
• Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
• TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
• Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
• Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
• Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
• Optimal market making (Q4610210) (← links)
• Optimal execution with limit and market orders (Q4619495) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• Optimal inventory management and order book modeling (Q4967868) (← links)
• Algorithmic market making for options (Q5014175) (← links)
• Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
• Optimal market making in the presence of latency (Q5139247) (← links)
• Inventory management in customised liquidity pools (Q5193376) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
• RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
• A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
• Optimal Execution: A Review (Q5879357) (← 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 Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
• Recent advances in reinforcement learning in finance (Q6146668) (← links)