1. Solving the dual Russian option problem by using change‐of‐measure arguments. Issue 2 (6th April 2019) Authors: Gapeev, Pavel V. Journal: High frequency Issue: Volume 2:Issue 2(2019) Page Start: 76 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Liquidation with nonlinear float‐dependent price impact. Issue 2 (7th February 2019) Authors: Guasoni, Paolo; Sanjari, Ali Journal: High frequency Issue: Volume 2:Issue 2(2019) Page Start: 85 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Issue Information. Issue 2 (19th April 2019) Journal: High frequency Issue: Volume 2:Issue 2(2019) Page Start: 71 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Nonstationary self‐similar Gaussian processes as scaling limits of power‐law shot noise processes and generalizations of fractional Brownian motion. Issue 2 (13th March 2019) Authors: Pang, Guodong; Taqqu, Murad S. Journal: High frequency Issue: Volume 2:Issue 2(2019) Page Start: 95 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. In memory of Larry Shepp: An editorial. Issue 2 (19th April 2019) Authors: Ernst, Philip; Viens, Frederi Journal: High frequency Issue: Volume 2:Issue 2(2019) Page Start: 74 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Optimal stopping of Brownian motion with broken drift. Issue 2 (11th April 2019) Authors: Mordecki, Ernesto; Salminen, Paavo Journal: High frequency Issue: Volume 2:Issue 2(2019) Page Start: 113 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Market making under a weakly consistent limit order book model. Issue 3 (16th January 2020) Authors: Law, Baron; Viens, Frederi Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 215 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Issue Information. Issue 3 (14th February 2020) Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 121 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. The effect of the global financial crisis on the asymmetric relationship between exchange rate and stock prices. Issue 3 (28th March 2019) Authors: Bhutto, Niaz A.; Chang, Bisharat H. Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 175 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Cauchy's functional equation and Gaussian measures. Issue 3 (8th October 2019) Authors: Stroock, Daniel W. Journal: High frequency Issue: Volume 2:Issue 3/4(2019) Page Start: 142 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗