"Optimal High Frequency Trading with limit and market orders"

Fabien Guilbaud, Huyen Pham (2011)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1106-5040
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1106-5040
Fabien Guilbaud, Huyen Pham:
Optimal High Frequency Trading with limit and market orders. CoRR abs/1106.5040 (2011)

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