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"Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes."

Álvaro Cartea, Sebastian Jaimungal, Jason Ricci (2018)

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DOI: 10.1137/18M1176968

access: closed

type: Journal Article

metadata version: 2024-02-05

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Álvaro Cartea, Sebastian Jaimungal, Jason Ricci:
Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes. SIAM Rev. 60(3): 673-703 (2018)

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