Trading Strategy with Stochastic Volatility in a Limit Order Book Market - Wai-Ki Ching, Jia-Wen Gu, Tak-Kuen Siu, Qing-Qing Yang

Trading Strategy with Stochastic Volatility in a Limit Order Book Market - Wai-Ki Ching, Jia-Wen Gu, Tak-Kuen Siu, Qing-Qing Yang | Arena