Is There Still Room for Increasing Speed  in Algorithmic and High-Frequency Trading? The Case of European Options Priced in the Heston Model

Orzechowski, Arkadiusz

doi:10.22630/mibe.2019.20.1.4

QME

2019

DOI: 10.22630/mibe.2019.20.1.4

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Is There Still Room for Increasing Speed in Algorithmic and High-Frequency Trading? The Case of European Options Priced in the Heston Model

Arkadiusz Orzechowski

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Is There Still Room for Increasing Speed in Algorithmic and High-Frequency Trading? The Case of European Options Priced in the Heston Model

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