Market Making With Minimum Resting Times

Author: 

Cartea, L
Wang, Y

Publication Date: 

18 January 2019

Journal: 

SSRN Electronic Journal

Last Updated: 

2019-04-22T12:53:46.167+01:00

Issue: 

7

Volume: 

20

DOI: 

10.2139/ssrn.3192844

page: 

1750044-1750044

abstract: 

A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research.

Symplectic id: 

944430

Submitted to ORA: 

Submitted

Publication Type: 

Journal Article

ISBN-13: 

9781107091146

ISBN-10: 

1107091144