Latency and liquidity risk
Year of publication: |
2021
|
---|---|
Authors: | Cartea, Álvaro ; Jaimungal, Sebastian ; Sánchez-Betancourt, Leonardo |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 6/7, p. 1-37
|
Subject: | Marked point processes | high-frequency trading | algorithmic trading | latency | forward-backward stochastic differential equations | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Analysis | Mathematical analysis | Wertpapierhandel | Securities trading | Stochastischer Prozess | Stochastic process |
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