Toronto, Ontario M5S 3G8
University of Toronto
in Total Papers Downloads
algorithmic trading, optimal execution, price impact, cointegration, cross price impact
Optimal hedging, market impact, impulse control, algorithmic trading, high-frequency trading
algorithmic trading, high frequency trading, limit order book, queuing model, order flow, impulse control, adverse selection
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algorithmic trading, co‐integration, co‐movements, cross‐price impact, optimal execution, price impact
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