Trading strategy with stochastic volatility in a limit order book market
2020 ◽
Vol 43
(1)
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pp. 277-301
Qing-Qing Yang
◽
Wai-Ki Ching
◽
Jiawen Gu
◽
Tak-Kuen Siu
Stefan Frey
◽
Joachim Grammig
2005 ◽
Vol 30
(4)
◽
pp. 1007-1033
◽
Stefan Frey
◽
Joachim Grammig
Joachim Grammig
◽
Andréas Heinen
◽
Erick Williams Rengifo
Anh Nguyen
◽
Natalie Oh
◽
Petko S. Kalev
Natalie Oh
◽
Petko S. Kalev
◽
Anh Nguyen
2007 ◽
Vol 10
(3)
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pp. 249-286
◽
Anthony D. Hall
◽
Nikolaus Hautsch
2008 ◽
Vol 31
(2)
◽
pp. 113-140
◽
Charles Cao
◽
Oliver Hansch
◽
Xiaoxin Wang
Nikolaus Hautsch
◽
Tony Hall