Optimal high-frequency trading with limit and market orders (Q5746744)
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scientific article; zbMATH DE number 6256461
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| default for all languages | No label defined |
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| English | Optimal high-frequency trading with limit and market orders |
scientific article; zbMATH DE number 6256461 |
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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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0.8620679378509521
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0.8453697562217712
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0.842312216758728
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0.83852618932724
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0.8365020155906677
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