2 results
Optimal Strategy for Limit Order Book Submissions in High Frequency Trading
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- Journal:
- East Asian Journal on Applied Mathematics / Volume 6 / Issue 2 / May 2016
- Published online by Cambridge University Press:
- 12 May 2016, pp. 222-234
- Print publication:
- May 2016
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- Article
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On Optimal Cash Management under a Stochastic Volatility Model
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- Journal:
- East Asian Journal on Applied Mathematics / Volume 3 / Issue 2 / May 2013
- Published online by Cambridge University Press:
- 28 May 2015, pp. 81-92
- Print publication:
- May 2013
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- Article
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