Reference health

Optimal Placement in a Limit Order Book

https://doi.org/10.2139/ssrn.2318220
CiteStamped reference-health badge
40/40 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 40 checked references that resolve
resolves10.2139/ssrn.2575498
Long Time Behaviour of a Hawkes Process-Based Limit Order Book
resolves10.1080/14697680802595700
Optimal execution strategies in limit order books with general shape functions
resolves10.1137/110822098
Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem
resolves10.21314/jor.2001.041
Optimal execution of portfolio transactions
resolves10.1080/135048602100056
Optimal execution with nonlinear impact functions and trading-enhanced risk
resolves10.1080/14697680701381228
High-frequency trading in a limit order book
resolves10.1111/j.1467-9965.2012.00529.x
LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY
resolves10.1016/s1386-4181(97)00012-8
Optimal control of execution costs
resolves10.1137/090777293
Optimal Control of Trading Algorithms: A General Impulse Control Approach
resolves10.1214/154957805100000104
Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions
resolves10.1080/1350486x.2013.771515
Modelling Asset Prices for Algorithmic and High-Frequency Trading
resolves10.1137/130911196
Buy Low, Sell High: A High Frequency Trading Perspective
resolves10.1239/jap/1389370096
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
resolves10.1080/1350486x.2014.881005
Optimal Trade Execution Under Stochastic Volatility and Liquidity
resolves10.1137/110856605
Price Dynamics in a Markovian Limit Order Market
resolves10.1016/j.jedc.2012.05.007
Optimal trade execution: A mean quadratic variation approach
resolves10.1142/s0219024911006577
OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK
resolves10.1017/s0305004100030711
Correlated random walk
resolves10.1093/qjmam/4.2.129
ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
resolves10.1137/110850475
Optimal Portfolio Liquidation with Limit Orders
resolves10.1080/14697688.2012.708779
Optimal high-frequency trading with limit and market orders
resolves10.2139/ssrn.2607702
Dynamics of Order Positions and Related Queues in a Limit Order Book
resolves10.1137/120894622
Optimal Execution with Multiplicative Price Impact
resolves10.1016/0304-405x(81)90020-9
Optimal dealer pricing under transactions and return uncertainty
resolves10.1137/15m1024226
A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics
resolves10.1287/moor.2017.0848
A Law of Large Numbers for Limit Order Books
resolves10.2139/ssrn.1977553
Optimal Portfolio Execution using Market and Limit Orders
resolves10.1137/1120011
A Note on the Central Limit Theorems for Dependent Random Variables
resolves10.2139/ssrn.1686004
The Flash Crash: The Impact of High Frequency Trading on an Electronic Market
resolves10.1287/moor.2014.0649
An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection
resolves10.1142/8967
Market Microstructure in Practice
resolves10.1093/biomet/42.3-4.486
THE GAMBLER'S RUIN PROBLEM WITH CORRELATION
resolves10.1016/j.finmar.2012.09.001
Optimal trading strategy and supply/demand dynamics
resolves10.1137/10078534x
Optimal Execution in a General One-Sided Limit-Order Book
resolves10.1017/cbo9780511606014
A Guide to First-Passage Processes
resolves10.2307/3213286
The correlated random walk
resolves10.1007/978-3-642-65238-7_3
Functions of Markov Processes
resolves10.1007/s00780-008-0082-8
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
resolves10.1080/13504860903565050
Optimal Basket Liquidation for CARA Investors is Deterministic
resolves10.1080/13504860903387588
Optimal Market Making in the Foreign Exchange Market
The 11 references without a DOI — listed, not checked
no DOI — not checkedValue under liquidation
no DOI — not checkedref6
no DOI — not checkedref10
no DOI — not checkedref11
no DOI — not checkedref15
no DOI — not checkedref21
no DOI — not checkedref22
no DOI — not checkedref29
no DOI — not checkedref39
no DOI — not checkedref41
no DOI — not checkedref51
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2318220"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2318220/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2318220/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2318220)