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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"High-frequency trading"
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High-frequency trading
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Market microstructure
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Market making with inventory control and order book information
Donatoni, Enrico
;
Paterlini, Sandra
;
Bazzana, Flavio
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
Saved in:
2
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:
3
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
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