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subject:"Elektronisches Handelssystem"
~isPartOf:"Quantitative finance"
~person:"Abergel, Frédéric"
~person:"Theissen, Erik"
~subject:"FCLT"
~subject:"Marktliquidität"
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Elektronisches Handelssystem
FCLT
Marktliquidität
Börsenkurs
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Market microstructure
3
Marktmikrostruktur
3
Securities trading
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Share price
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Non-convex optimization
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Abergel, Frédéric
Theissen, Erik
Baldacci, Bastien
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Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Cartea, Álvaro
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Pham, Huyên
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Platania, Federico
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Rabeyrin, Jean-Jacques
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Rojček, Jakub
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Quantitative finance
Bonn Econ Discussion Papers / BGSE
1
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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CFS working paper series
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Discussion papers / Governance and the Efficiency of Economic Systems
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Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Handbook of research methods and applications in empirical finance
1
Informationssysteme in der Finanzwirtschaft : mit 35 Tabellen
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International journal of theoretical and applied finance
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Journal of empirical finance
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Journal of mathematical finance
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Market microstructure and liquidity
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Schmalenbach business review : sbr
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Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
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2
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
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