Optimal liquidity-based trading tactics (Q5084495)
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scientific article; zbMATH DE number 7547880
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal liquidity-based trading tactics |
scientific article; zbMATH DE number 7547880 |
Statements
Optimal Liquidity-Based Trading Tactics (English)
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24 June 2022
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market microstructure
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limit order book
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high frequency trading
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queuing model
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Markov jump processes
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ergodic properties
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adverse selection
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execution probabilities
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market impact
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optimal trading strategies
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optimal tactics
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stochastic control
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0.8564419746398926
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0.8558287024497986
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0.8529640436172485
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0.8527681827545166
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0.8456892371177673
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