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~person:"Bellia, Mario"
~person:"Grammig, Joachim"
~person:"Jaimungal, Sebastian"
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Bellia, Mario
Grammig, Joachim
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Cartea, Álvaro
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ECONIS (ZBW)
16
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1
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
2
Double Deep Q-Learning for optimal execution
Ning, Brian
;
Lin, Franco Ho Ting
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 361-380
Persistent link: https://www.econbiz.de/10013411703
Saved in:
3
Spoofing and price manipulation in order-driven markets
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Wang, Yixuan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 67-98
Persistent link: https://www.econbiz.de/10012254104
Saved in:
4
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
Saved in:
5
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
6
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
7
High-frequency market making : liquidity provision, adverse selection, and competition
Bellia, Mario
- In:
Essays on empirical market microstructure and high …
,
(pp. 48-94)
.
2018
Persistent link: https://www.econbiz.de/10012028560
Saved in:
8
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
9
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
10
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
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