Optimal Limit Order Execution in a Simple Model for Market Microstructure Dynamics [Burlakov, Kamal, Salvadore]By hftreviewcom542February 8, 2013 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
An Optimal Control Approach to Information-Driven High Frequency Trading in a Pro-Rata Microstructure [Guilbaud, Pham]By hftreviewcom542May 2, 2012 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations [Cont, De Larrard]By hftreviewcom542April 12, 2012 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Optimal High Frequency Trading with Limit and Market Orders (Guilbaud, Pham)By hftreviewcom542July 26, 2011 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
