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"Limit order trading with a mean reverting reference price."

Saran Ahuja et al. (2017)

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DOI: 10.3233/RDA-160118

access: closed

type: Journal Article

metadata version: 2020-09-01

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  - journals/rda/AhujaPRY17
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  - https://dblp.org/rec/journals/rda/AhujaPRY17
Saran Ahuja, George Papanicolaou, Weiluo Ren, Tzu-Wei Yang:
Limit order trading with a mean reverting reference price. Risk Decis. Anal. 6(2): 121-136 (2017)

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