Optimal Strategy for Limit Order Book Submissions in High Frequency Trading

Publisher： Cambridge University Press

E-ISSN： 2079-7370|6|2|222-234

ISSN： 2079-7362

Source： East Asian Journal on Applied Mathematics, Vol.6, Iss.2, 2016-05, pp. : 222-234

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Limit Theory for High Frequency Sampled MCARMA Models

By  

Advances in Applied Probability, Vol. 46, Iss. 3, 2014-09 ,pp. : 846-877

Cambridge University Press

Access to resources Recommend Favorite

HIGH FREQUENCY LIMIT OF THE HELMHOLTZ EQUATION. II. SOURCE ON A GENERAL SMOOTH MANIFOLD

By Castella F.  

Communications in Partial Differential Equations, Vol. 27, Iss. 3-4, 2002-01 ,pp. : 607-651

Taylor & Francis Ltd

Access to resources Recommend Favorite

High-frequency limit of the Maxwell-Landau-Lifshitz equations in the diffractive optics regime*

By  

ESAIM: Proceedings, Vol. 35, Iss. issue, 2012-04 ,pp. : 251-256

Edp Sciences

Access to resources Recommend Favorite

Approximation of H(div) with High-Order Optimal Finite Elements for Pyramids, Prisms and Hexahedra

By  

Communications in Computational Physics, Vol. 14, Iss. 5, 2013-11 ,pp. : 1372-1414

Cambridge University Press

Access to resources Recommend Favorite

A Straightforward hp-Adaptivity Strategy for Shock-Capturing with High-Order Discontinuous Galerkin Methods

By  

Advances in Applied Mathematics and Mechanics, Vol. 6, Iss. 1, 2014-02 ,pp. : 135-144

Cambridge University Press

Access to resources Recommend Favorite