Reference health
Optimal Strategies of High Frequency Traders
1 of 25 checkable references need attention · checked 2026-08-03
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/1999343
The 24 checked references that resolve
resolves10.1111/0022-1082.00149
Transition Densities for Interest Rate and Other Nonlinear Diffusions
resolves10.1111/1468-0262.t01-1-00416
The Effects of Random and Discrete Sampling when Estimating Continuous-Time Diffusions
resolves10.1109/cdc.1990.204046
Convergence of approximation schemes for fully nonlinear second order equations
resolves10.1016/j.jfineco.2013.04.002
Undisclosed orders and optimal submission strategies in a limit order market
resolves10.1007/s00211-008-0152-z
A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
resolves10.1137/S0036142903436186
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
resolves10.1090/S0273-0979-1992-00266-5
User’s guide to viscosity solutions of second order partial differential equations
resolves10.3905/jpm.2011.37.2.118
The Microstructure of the “Flash Crash”: <i>Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading</i>
resolves10.1016/j.finmar.2008.06.002
Technology and liquidity provision: The blurring of traditional definitions
resolves10.1002/9781118673553.ch6
Limit Order Flow, Market Impact, and Optimal Order Sizes: Evidence from NASDAQ TotalView‐ITCH Data
resolves10.2139/ssrn.2004231
On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements
resolves10.1016/0304-405X(81)90020-9
Optimal dealer pricing under transactions and return uncertainty
resolves10.2139/ssrn.1686004
The Flash Crash: The Impact of High Frequency Trading on an Electronic Market
The 7 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedref15
no DOI — not checkedref24
no DOI — not checkedref26
no DOI — not checkedwith the spread S equal to 2?. For given values of the inventory level and the depth imbalance, each colored region represents a particular type of HFT strategy, which is stated in the figure
no DOI — not checkedref32
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