Browse by UCL people
Group by: Type | Date
Number of items: 3.
Article
Crisafi, MA;
Macrina, A;
(2017)
Inventory Management in Customised Liquidity Pools.
Applied & Interdisciplinary Mathematics
, 4
, Article 1281594. 10.1080/23311835.2017.1281594.
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|
Crisafi, MA;
Macrina, A;
(2016)
Simultaneous Trading in 'Lit' and Dark Pools.
International Journal of Theoretical and Applied Finance
, 19
(8)
10.1142/S0219024916500552.
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Thesis
|
Crisafi, M;
(2017)
Optimal Trading and Inventory Management in Electronic Markets.
Doctoral thesis , UCL (University College London).
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