PDF4PRO ⚡AMP

Modern search engine that looking for books and documents around the web

Example: confidence

Search results with tag "High frequency trading in a limit"

High-frequency trading in a limit order book

www.math.nyu.edu

High-frequency trading in a limit order book MARCO AVELLANEDA and SASHA STOIKOV* Mathematics, New York University, 251 Mercer Street, New York, NY 10012, USA ... dimensional Brownian motion and is constant.y Underlying this continuous-time model is the implicit

  High, Frequency, Limits, Dimensional, Trading, High frequency trading in a limit

Similar queries

High-frequency trading in a limit, Dimensional