Pages that link to "Item:Q5372046"
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The following pages link to Optimal Strategy for Limit Order Book Submissions in High Frequency Trading (Q5372046):
Displaying 4 items.
- Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
- Optimization of stock trading with additional information by limit order book (Q2664237) (← links)
- OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)