Search dblp for Publications

export results for "Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes"

 download as .bib file

@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} Review},
  volume    = {60},
  number    = {3},
  pages     = {673--703},
  year      = {2018},
  url       = {https://doi.org/10.1137/18M1176968},
  doi       = {10.1137/18M1176968},
  timestamp = {Tue, 16 Apr 2019 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/siamrev/CarteaJR18.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
a service of Schloss Dagstuhl - Leibniz Center for Informatics