Trading strategies within the edges of no-arbitrage
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Publication:4565076
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Cites work
- scientific article; zbMATH DE number 4205918 (Why is no real title available?)
- Algorithmic and high-frequency trading
- Algorithmic trading of co-integrated assets
- Algorithmic trading with model uncertainty
- Applied stochastic control of jump diffusions
- Buy Low, Sell High: A High Frequency Trading Perspective
- Dealing with the inventory risk: a solution to the market making problem
- Dynamic pairs trading using the stochastic control approach
- High-frequency trading in a limit order book
- Liquidation in limit order books with controlled intensity
- Model-based pairs trading in the bitcoin markets
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
- Optimal execution with limit and market orders
- Optimal execution with nonlinear impact functions and trading-enhanced risk
- Optimal high-frequency trading in a pro rata microstructure with predictive information
- Optimal high-frequency trading with limit and market orders
- Optimal portfolio liquidation with limit orders
- Optimal trade execution: a mean quadratic variation approach
- Risk metrics and fine tuning of high-frequency trading strategies
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