A multiscale model of high-frequency trading
Year of publication: |
2013
|
---|---|
Authors: | Kirilenko, Andrei ; Sowers, Richard B. ; Meng, Xiangqian |
Published in: |
Algorithmic Finance. - IOS Press. - Vol. 2.2013, 1, p. 59-98
|
Publisher: |
IOS Press |
Subject: | High frequency trading | volatility |
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