Optimal placement in a limit order book: an analytical...

Mathematics and Financial Economics 2017 / 3 Vol. 11; Iss. 2

Optimal placement in a limit order book: an analytical approach

Guo, Xin, de Larrard, Adrien, Ruan, Zhao
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Volume:
11
Language:
english
Journal:
Mathematics and Financial Economics
DOI:
10.1007/s11579-016-0177-5
Date:
March, 2017
File:
PDF, 955 KB
english, 2017
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