High-Frequency Trading and Probability Theory
DOI10.1142/9233zbMath1305.91008OpenAlexW1532274543MaRDI QIDQ5498753
Publication date: 11 February 2015
Published in: East China Normal University Scientific Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/9233
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Stationary stochastic processes (60G10) Microeconomic theory (price theory and economic markets) (91B24) Trade models (91B60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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