Narrow search
Showing 1 - 5 of 5
Cover Image
Transform analysis for Hawkes processes with applications in dark pool trading
Gao, Xuefeng; Zhou, Xiang; Zhu, Lingjiong - In: Quantitative finance 18 (2018) 2, pp. 265-282
Persistent link: https://www.econbiz.de/10011905921
Cover Image
Optimal market making in the presence of latency
Gao, Xuefeng; Wang, Yunhan - In: Quantitative finance 20 (2020) 9, pp. 1495-1512
Persistent link: https://www.econbiz.de/10012295618
Cover Image
A data-driven deep learning approach for options market making
Lai, Qianhui; Gao, Xuefeng; Li, Lingfei - In: Quantitative finance 23 (2023) 5, pp. 777-797
Persistent link: https://www.econbiz.de/10014304348
Cover Image
Detecting and identifying arbitrage in the spot foreign exchange market
Cui, Zhenyu; Qian, Wenhan; Taylor, Stephen; Zhu, Lingjiong - In: Quantitative finance 20 (2020) 1, pp. 119-132
Persistent link: https://www.econbiz.de/10012194858
Cover Image
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan; Zhu, Lingjiong - In: Quantitative finance 24 (2024) 3/4, pp. 433-449
Persistent link: https://www.econbiz.de/10014552074