Inventory Management for High-Frequency Trading with...

SIAM Journal on Financial Mathematics 2020 / 01 Vol. 11; Iss. 1

Inventory Management for High-Frequency Trading with Imperfect Competition

Herrmann, Sebastian, Muhle-Karbe, Johannes, Shang, Dapeng, Yang, Chen
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Volume:
11
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/18M1207776
Date:
January, 2020
File:
PDF, 599 KB
english, 2020
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