"High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov ..."

Pietro Fodra, Huyên Pham (2015)

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DOI: 10.1137/140976005

access: closed

type: Journal Article

metadata version: 2017-05-17

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Pietro Fodra, Huyên Pham:
High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model. SIAM J. Financial Math. 6(1): 656-684 (2015)

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