Where is the Value in High Frequency Trading?
Cartea, Á
Penalva, J
(01 Jan 2011)
Irreversible Investments and Ambiguity Aversion
Cartea, Á
Jaimungal, S
(01 Jan 2011)
Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Cartea, Á
Jaimungal, S
(01 Jan 2012)
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Cartea, Á
Villaplana, P
(01 Jan 2012)
Algorithmic Trading with Learning
Cartea, Á
Jaimungal, S
Kinzebulatov, D
(01 Jan 2013)
Optimal Execution with Limit and Market Orders
Cartea, Á
Jaimungal, S
(01 Jan 2014)
How to Value a Gas Storage Facility
Cartea, Á
Cheeseman, J
Jaimungal, S
(01 Jan 2014)
Technical Uncertainty in Real Options with Learning
Al-Aradi, A
Cartea, Á
Jaimungal, S
(01 Jan 2014)
Order-Flow and Liquidity Provision
Cartea, Á
Jaimungal, S
(01 Jan 2015)
Trading Strategies within the Edges of No-Arbitrage
Cartea, Á
Jaimungal, S
Ricci, J
(01 Jan 2015)