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"Buy Low, Sell High: A High Frequency Trading Perspective."

Álvaro Cartea, Sebastian Jaimungal, Jason Ricci (2014)

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DOI: 10.1137/130911196

access: closed

type: Journal Article

metadata version: 2024-02-05

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Álvaro Cartea, Sebastian Jaimungal, Jason Ricci:
Buy Low, Sell High: A High Frequency Trading Perspective. SIAM J. Financial Math. 5(1): 415-444 (2014)

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