Information-based trading
From MaRDI portal
Publication:6644187
DOI10.1142/s0219024923500309MaRDI QIDQ6644187
Leandro Sánchez-Betancourt, George Bouzianis, Lane P. Hughston
Publication date: 27 November 2024
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Brownian bridgenonlinear filteringsignal to noise ratioinformed tradersinventory aversionbid-offer spread
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