Oxford Working Papers in Mathematical and Computational Finance: 2024
24-01 A Mean Field Game between Informed Traders and a Broker
Authors: Philippe Bergault, Leandro Sánchez-Betancourt
24-02 The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
Authors: Jakob Albers, Mihai Cucuringu, Sam Howison and Alexander Y. Shestopaloff