Pages that link to "Item:Q5262521"
From MaRDI portal
The following pages link to RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521):
Displaying 35 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)
- 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)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal market making (Q4610210) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← 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)
- 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)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Optimal high-frequency trading with limit and market orders (Q5746744) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)
