Funder
Research Grants Council, University Grants Committee
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference37 articles.
1. Albrecher, H., Mayer, P., Schoutens, W., Tistaert, J.: The little Heston trap. Wilmott. 1, 83–92 (2007)
2. Almgren, R.: Optimal execution of portfolio transactions. J. Risk 3, 5–40 (2001)
3. Almgren, R., et al.: Direct estimation of equity market impact. Risk 18(7), 58–62 (2005)
4. Almgren, R.: Optimal trading with stochastic liquidity and volatility. SIAM J. Financ. Math. 3(1), 163–181 (2012)
5. Avellaneda, M., Stoikov, S.: High-frequency trading in a limit order book. Quant. Financ. 8, 217–224 (2008)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献