Investment in high-frequency trading technology: a real options approach
From MaRDI portal
Publication:1754760
DOI10.1016/j.ejor.2018.03.025zbMath1403.91386OpenAlexW2790317632MaRDI QIDQ1754760
Publication date: 31 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/19292/1/HFT%202018.pdf
Statistical methods; risk measures (91G70) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)
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Cites Work
- Optimal exercise of jointly held real options: a Nash bargaining approach with value diversion
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- The impact of voluntary disclosure on a firm's investment policy
- The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *
