Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000)
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scientific article; zbMATH DE number 6932199
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling Asset Prices for Algorithmic and High-Frequency Trading |
scientific article; zbMATH DE number 6932199 |
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Modelling Asset Prices for Algorithmic and High-Frequency Trading (English)
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5 September 2018
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high-frequency traders
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algorithmic trading
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durations
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hidden Markov model
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0.8627645
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0.85742813
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0.85041237
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0.84696037
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0.84580934
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