Optimal high-frequency trading with limit and market orders (Q5746744)
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scientific article; zbMATH DE number 6256461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal high-frequency trading with limit and market orders |
scientific article; zbMATH DE number 6256461 |
Statements
Optimal high-frequency trading with limit and market orders (English)
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8 February 2014
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trading strategies
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stochastic control
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quantitative finance techniques
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portfolio optimization
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market microstructure
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