Results 111 to 120 of about 1,725 (192)

Stochastic responses and marginal valuation. [PDF]

open access: yesProc Natl Acad Sci U S A
Hansen LP, Souganidis P.
europepmc   +1 more source

Optimal control for stochastic neural oscillators. [PDF]

open access: yesBiol Cybern
Rajabi F, Gibou F, Moehlis J.
europepmc   +1 more source

Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading

open access: yes, 2013
In this thesis we investigate some properties of market making and statistical arbitrage applied to High Frequency Trading (HFT). Using the Hamilton-Jacobi-Bellman(HJB) model developed by Guilbaud, Fabien and Pham, Huyen in 2012, we studied how market ...
Park, Yonggi
core  

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