Buy Low, Sell High: A High Frequency Trading Perspective. - Álvaro Cartea; Sebastian Jaimungal; Jason Ricci (SIAM J. Financial Math., 2014)

Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes. - Álvaro Cartea; Sebastian Jaimungal; Jason Ricci (SIAM Rev., 2018)