Work

Optimal High Frequency Trading with Limit and Market Orders

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1871969

Authors: Fabien Guilbaud, Huyen Pham

Institutions: Université Paris Diderot, Université Paris Cité

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2106919403

Cites: 23

Cited by: 58

Related to: 10