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Where is the Value in High Frequency Trading?
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Penalva, J
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Irreversible Investments and Ambiguity Aversion
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(01 Jan 2011)
Risk Metrics and Fine Tuning of High Frequency Trading Strategies
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Jaimungal, S
(01 Jan 2012)
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
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Villaplana, P
(01 Jan 2012)
Algorithmic Trading with Learning
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Jaimungal, S
Kinzebulatov, D
(01 Jan 2013)
Optimal Execution with Limit and Market Orders
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Jaimungal, S
(01 Jan 2014)
How to Value a Gas Storage Facility
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Cheeseman, J
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(01 Jan 2014)
Technical Uncertainty in Real Options with Learning
Al-Aradi, A
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Order-Flow and Liquidity Provision
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Jaimungal, S
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