Order Execution Probability and Order Queue in Limit Order...

Order Execution Probability and Order Queue in Limit Order Markets

Zhang, Qiang, Wang, Chao, Liu, Shancun, Yang, Yaodong
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Volume:
33
Journal:
Journal of Systems Science and Complexity
DOI:
10.1007/s11424-020-9100-5
Date:
October, 2020
File:
PDF, 253 KB
2020
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