Pages that link to "Item:Q4987716"
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The following pages link to The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716):
Displaying 9 items.
- Optimal execution with stochastic delay (Q2111242) (← links)
- Foreign exchange markets with last look (Q2633450) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed (Q5063387) (← links)
- Adaptive Robust Control in Continuous Time (Q5158383) (← links)
- OR Forum—The Cost of Latency in High-Frequency Trading (Q5166266) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Decentralized finance and automated market making: predictable loss and optimal liquidity provision (Q6623045) (← links)