Items where Author is "Oomen, Roel"

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Article

Oomen, Roel (2018) Price signatures. Quantitative Finance, 19 (5). pp. 733-761. ISSN 1469-7688

Oomen, Roel (2017) Execution in an aggregator. Quantitative Finance, 17 (3). pp. 383-404. ISSN 1469-7688

Oomen, Roel (2017) Last look. Quantitative Finance, 17 (7). pp. 1057-1070. ISSN 1469-7688

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