Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Forecasting prices from level-I quotes in the presence of hidden liquidity."

Marco Avellaneda, Josh Reed, Sasha Stoikov (2011)

> Home

Details and statistics

DOI: 10.3233/AF-2011-004

access: closed

type: Journal Article

metadata version: 2017-05-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/af/AvellanedaRS11
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/AvellanedaRS11
Marco Avellaneda, Josh Reed, Sasha Stoikov:
Forecasting prices from level-I quotes in the presence of hidden liquidity. Algorithmic Finance 1(1): 35-43 (2011)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.