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~person:"Cartea, Álvaro"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Thesis"
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Cartea, Álvaro
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Applied mathematical finance
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Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
Saved in:
2
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:
3
Market
making
with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
4
Market
making
with minimum resting times
Cartea, Álvaro
;
Wang, Yixuan
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 903-920
Persistent link: https://www.econbiz.de/10012194729
Saved in:
5
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
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