A Pre-Trade Algorithmic Trading Model Under Given Volume Measures and Generic Price Dynamics

DOI10.1093/AMRX/ABU007zbMath1308.91150arXiv1309.5046OpenAlexW3125795475MaRDI QIDQ5245054

Jackie Jianhong Shen

Publication date: 1 April 2015

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5046

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)

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