Search Results

• Optimal Strategy for Limit Order Book Submissions in High Frequency Trading

  Na Song, Yue Xie, Wai-Ki Ching, Tak-Kuen Siu & Cedric Ka-Fai Yiu

  2018-02-09

  36699 3112 Pages:222-234

• On Optimal Cash Management under a Stochastic Volatility Model

  Na Song, Wai-Ki Ching, Tak-Kuen Siu & Cedric Ka-Fai Yiu

  2018-02-09

  40383 4867 Pages:81-92