2024-03-29T14:55:21Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7218653
2020-07-08T08:36:53Z
91
93
Yang, Qing-Qing; Ching, Wai-Ki; Gu, Jiawen; Siu, Tak-Kuen
2020
7218653
English
Springer, Milan
https://zbmath.org/07218653
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Decis. Econ. Finance 43, No. 1, 277-301 (2020).
91G10; 91G20; 93E20
Trading strategy with stochastic volatility in a limit order book market
j