Pages that link to "Item:Q1657500"
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The following pages link to Optimal order display in limit order markets with liquidity competition (Q1657500):
Displayed 7 items.
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Optimal order execution using hidden orders (Q1624483) (← links)
- Order scoring, bandit learning and order cancellations (Q2115951) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)