Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset
Crossref DOI link: https://doi.org/10.1007/s10614-022-10272-4
Published Online: 2022-06-17
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aydoğan, Burcu http://orcid.org/0000-0002-7644-0841
Uğur, Ömür
Aksoy, Ümit
Funding for this research was provided by:
RWTH Aachen University
Text and Data Mining valid from 2022-06-17
Version of Record valid from 2022-06-17
Article History
Accepted: 25 April 2022
First Online: 17 June 2022
Declarations
:
: The authors declare that they have no conflict of interest.