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International journal of theoretical and applied finance
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A MATHEMATICAL APPROACH TO ORDER BOOK MODELING
ABERGEL, FRÉDÉRIC
;
JEDIDI, AYMEN
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155220
Saved in:
2
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
3
Performance analysis of the optimal strategy under partial information
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
El Aoud, Sofiene
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686856
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