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Information-based trading - MaRDI portal

Information-based trading (Q6644187)

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scientific article; zbMATH DE number 7950064
Language Label Description Also known as
English
Information-based trading
scientific article; zbMATH DE number 7950064

    Statements

    title
    Information-based trading (English)
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    author
    George Bouzianis
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    Lane P. Hughston
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    publication date
    27 November 2024
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    zbMATH Keywords
    informed traders
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    Brownian bridge
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    nonlinear filtering
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    signal to noise ratio
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    bid-offer spread
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    inventory aversion
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    Identifiers

    zbMATH DE Number
    7950064
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