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BibTeX record journals/af/AvellanedaRS11
@article{DBLP:journals/af/AvellanedaRS11, author = {Marco Avellaneda and Josh Reed and Sasha Stoikov}, title = {Forecasting prices from level-I quotes in the presence of hidden liquidity}, journal = {Algorithmic Finance}, volume = {1}, number = {1}, pages = {35--43}, year = {2011}, url = {https://doi.org/10.3233/AF-2011-004}, doi = {10.3233/AF-2011-004}, timestamp = {Wed, 17 May 2017 14:25:51 +0200}, biburl = {https://dblp.org/rec/journals/af/AvellanedaRS11.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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