"Online algorithms in high-frequency trading."

Jacob Loveless, Sasha Stoikov, Rolf Waeber (2013)

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DOI: 10.1145/2507771.2507780

access: closed

type: Journal Article

metadata version: 2018-11-06

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Jacob Loveless, Sasha Stoikov, Rolf Waeber:
Online algorithms in high-frequency trading. Commun. ACM 56(10): 50-56 (2013)

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