High frequency trading and asymptotics for small risk aversion in a Markov renewal model (Q2941476)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: High frequency trading and asymptotics for small risk aversion in a Markov renewal model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | High frequency trading and asymptotics for small risk aversion in a Markov renewal model |
scientific article |
Statements
High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (English)
0 references
28 August 2015
0 references
high frequency trading
0 references
Markov renewal process
0 references
marked Cox process
0 references
adverse selection
0 references
integro-differential equation
0 references
perturbation method
0 references
0 references
0 references
0 references
0.7969439029693604
0 references
0.7825289964675903
0 references
0.7713592648506165
0 references
0.7627092003822327
0 references
0.7488304972648621
0 references
