Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes
- 期刊名称SIAM Review
- 作者Cartea, Álvaro; Jaimungal, Sebastian; Ricci, Jason
- 卷第60卷
- 期第3期
- 印刷ISSN0036-1445
- 电子ISSN1095-7200
- 文件大小592.37KB
- 发表时间2018-01
- DOI10.1137/18M1176968
- 页码673-703
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