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researcher

Kevin Webster

8 papers hereh-index 8209 citations21 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • last author7

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.TR6
  • cs.CY1
  • math.PR1

identity via Semantic Scholar / OpenAlex

activity
20122025
most citedHigh Frequency Market Making

3 citations · 5 across the 7 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.TR2013

The Self-Financing Equation in High Frequency Markets

Rene Carmona, Kevin Webster

High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal o…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.