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~language:"eng"
~person:"Abergel, Frédéric"
~subject:"Elektronisches Handelssystem"
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Elektronisches Handelssystem
Market microstructure
8
Marktmikrostruktur
8
Securities trading
7
Wertpapierhandel
7
Börsenkurs
6
Share price
6
Theorie
6
Theory
6
Bid-ask spread
5
Electronic trading
5
Geld-Brief-Spanne
5
Stochastic process
3
Stochastischer Prozess
3
Agent-based modeling
2
Agentenbasierte Modellierung
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Bourse
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Börse
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Financial market
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Finanzmarkt
2
Limit order book
2
Markov chain
2
Markov-Kette
2
Volatility
2
Volatilität
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Automated trading
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FCLT
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Fair pricing
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Hawkes processes
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High Frequency Trading
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High frequency
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High-dimensional stochastic control
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High-frequency data
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High-frequency trading
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Implied volatility
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LASSO
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Limit Order Book
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Limit order books
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Limit orders
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English
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Abergel, Frédéric
Theissen, Erik
14
Moinas, Sophie
8
Rime, Dagfinn
8
Cartea, Álvaro
6
Menkveld, Albert J.
6
O'Hara, Maureen
6
Andersen, Torben
5
Bondarenko, Oleg
5
Foucault, Thierry
5
King, Michael R.
5
Neely, Christopher J.
5
Corsi, Fulvio
4
Giot, Pierre
4
Grammig, Joachim
4
Hautsch, Nikolaus
4
Hendershott, Terrence
4
Ibikunle, Gbenga
4
Jones, Charles M.
4
Kyle, Albert S.
4
Melvin, Michael
4
Menkhoff, Lukas
4
Napoletano, Mauro
4
Osler, Carol
4
Peluso, Stefano
4
Penalva, José
4
Pham, Huyên
4
Rzayev, Khaladdin
4
Schmeling, Maik
4
Aquilina, Matteo
3
Audrino, Francesco
3
Beltran Lopez, Helena
3
Ben Ammar, Imen
3
Biais, Bruno
3
Bibinger, Markus
3
Broussard, John Paul
3
Corsetti, Giancarlo
3
Declerck, Fany
3
Easley, David
3
Gsell, Markus
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Quantitative finance
2
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
Journal of mathematical finance
1
Market microstructure and liquidity
1
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ECONIS (ZBW)
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1
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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3
Market impact : a systematic study of limit orders
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Husson, Alexandre
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011988894
Saved in:
4
Price jump prediction in a limit order book
Zheng, Ban
;
Moulines, Eric
;
Abergel, Frédéric
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10010239589
Saved in:
5
Multi-agent order book simulation : mono- and multi-asset high-frequency market making strategies
Foata, Laurent
;
Vidhamali, Michael
;
Abergel, Frédéric
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 139-152)
.
2011
Persistent link: https://www.econbiz.de/10009349718
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