//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Abergel, Frédéric"
~person:"Guéant, Olivier"
~subject:"Electronic trading"
~subject:"Schätzung"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Wertpapierhandel"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Electronic trading
Schätzung
Securities trading
12
Wertpapierhandel
12
Theorie
10
Theory
10
Elektronisches Handelssystem
9
Market microstructure
8
Marktmikrostruktur
8
Börsenkurs
6
Share price
6
Bid-ask spread
4
Geld-Brief-Spanne
4
Stochastic process
4
Stochastischer Prozess
4
Agent-based modeling
2
Agentenbasierte Modellierung
2
Bourse
2
Börse
2
Börsenmakler
2
Financial market
2
Finanzmarkt
2
Limit order book
2
Limit order books
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Simulation
2
Stockbrokers
2
Volatility
2
Volatilität
2
market making
2
Algorithm
1
Algorithmic trading
1
Algorithmus
1
Automated trading
1
Control theory
1
Decision
1
Entscheidung
1
FCLT
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
2
Book section
2
Language
All
English
9
Author
All
Abergel, Frédéric
Guéant, Olivier
Cartea, Álvaro
12
Jaimungal, Sebastian
11
O'Hara, Maureen
8
Theissen, Erik
8
Domowitz, Ian
7
Frino, Alex
7
Ibikunle, Gbenga
7
Cohen, Gil
6
Gomber, Peter
5
Hendershott, Terrence
5
Menkveld, Albert J.
5
Van Ness, Robert A.
5
Aitken, Michael J.
4
Arumugam, Devika
4
Chung, Kee H.
4
Donnelly, Ryan
4
Garvey, Ryan
4
Grammig, Joachim
4
Hautsch, Nikolaus
4
Huu Nhan Duong
4
Kalev, Petko S.
4
Manahov, Viktor
4
Riordan, Ryan
4
Van Ness, Bonnie F.
4
Wu, Fei
4
Zimmermann, Kai
4
Chou, Robin K.
3
Cooper, Rick
3
Easley, David
3
Haferkorn, Martin
3
Hagströmer, Björn
3
Hasbrouck, Joel
3
Horst, Ulrich
3
Jain, Archana
3
Jain, Chinmay
3
Jiang, Christine X.
3
Lajbcygier, Paul
3
Lehalle, Charles-Albert
3
more ...
less ...
Published in...
All
Quantitative finance
3
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
2
Journal of mathematical finance
2
Market microstructure and liquidity
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Algorithmic market making in dealer markets with hedging and market impact
Barzykin, Alexander
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Mathematical finance : an international journal of …
33
(
2023
)
1
,
pp. 41-79
Persistent link: https://www.econbiz.de/10014278660
Saved in:
2
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
Saved in:
3
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
4
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
Saved in:
5
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:
6
Execution and block trade pricing with optimal constant rate of participation
Guéant, Olivier
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 255-264
Persistent link: https://www.econbiz.de/10011312420
Saved in:
7
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:
8
High-frequency simulations of an order book : a two-scale approach
Lehalle, Charles-Albert
;
Guéant, Olivier
; …
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 73-92)
.
2011
Persistent link: https://www.econbiz.de/10009348942
Saved in:
9
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->