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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Theorie"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Working papers / Bank for International Settlements
Working paper / National Bureau of Economic Research, Inc.
15
The review of financial studies
11
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10
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Sharks in the dark: quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
-
2023
Persistent link: https://www.econbiz.de/10014322495
Saved in:
2
Over-the-Counter market liquidity and securities lending
Foley-Fisher, Nathan
;
Gissler, Stefan
;
Verani, Stéphane
-
2019
Persistent link: https://www.econbiz.de/10011981382
Saved in:
3
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
4
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
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