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@article{DBLP:journals/siamrev/CarteaJR18,
  author       = {{\'{A}}lvaro Cartea and
                  Sebastian Jaimungal and
                  Jason Ricci},
  title        = {Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes},
  journal      = {{SIAM} Rev.},
  volume       = {60},
  number       = {3},
  pages        = {673--703},
  year         = {2018},
  url          = {https://doi.org/10.1137/18M1176968},
  doi          = {10.1137/18M1176968},
  timestamp    = {Mon, 05 Feb 2024 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamrev/CarteaJR18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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