Alexandre Argenson

Fidessa Group, London

One Old Jewry

London, EC2R 8DN

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

24

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Random Walk Model From the Point of View of Algorithmic Trading

Number of pages: 12 Posted: 13 Aug 2019
Oleh Danyliv, Bruce Bland and Alexandre Argenson
Fidessa Group plc, Fidessa Group, London and Fidessa Group, London
Downloads 24 (499,336)

Abstract:

Loading...

random walk, order book, best execution, limit order, execution cost