Algorithmic trading with learning (Q2814668)

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scientific article; zbMATH DE number 6596753
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English
Algorithmic trading with learning
scientific article; zbMATH DE number 6596753

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    22 June 2016
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    algorithmic trading
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    high frequency trading
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    nonlinear filtration
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    Brownian bridge
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    stochastic optimal control
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    adverse selection
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    Algorithmic trading with learning (English)
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