Xiangqian Meng

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 33,942

SSRN RANKINGS

Top 33,942

in Total Papers Downloads

989

CITATIONS

1

Scholarly Papers (1)

1.

A Multiscale Model of High-Frequency Trading

Algorithmic Finance (2013), 2:1, 59-98
Number of pages: 41 Posted: 26 Apr 2012
Richard Sowers, Andrei A. Kirilenko and Xiangqian Meng
University of Illinois at Urbana-Champaign - Department of Mathematics, Brevan Howard Centre for Financial Analysis, Imperial College Business School and University of Illinois at Urbana-Champaign
Downloads 878 (16,711)
Citation 1

Abstract: