Modelling Asset Prices for Algorithmic and High-Frequency Trading
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Publication:4585000
DOI10.1080/1350486X.2013.771515zbMath1396.91680OpenAlexW3125047413MaRDI QIDQ4585000
Sebastian Jaimungal, Álvaro Cartea
Publication date: 5 September 2018
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486x.2013.771515
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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