Real-time waiting-price trading interval in a heterogeneous options market: a Bernoulli distribution.
Yossi ShvimerAvi HerbonPublished in: Int. Trans. Oper. Res. (2020)
Keyphrases
- real time
- foreign exchange
- financial markets
- futures market
- option pricing
- trading strategies
- electronic markets
- stock exchange
- stock price
- exponential family
- dow jones
- agent mediated
- market data
- trading systems
- mixture model
- stock market
- double auction
- data distribution
- low cost
- decision making
- spatial distribution
- probability density function
- trading rules
- probability distribution
- control system