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A Dynamic Model of the Limit Order Book

✍ Scribed by Rosu, I.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

✍ Rosu, I. 📂 Article 📅 2009 🏛 Oxford University Press 🌐 English ⚖ 364 KB

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✍ M. Bartolozzi 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 478 KB

A limit order book model for latency arb

✍ Samuel N. Cohen, Lukasz Szpruch 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 206 KB

Equilibrium in a Dynamic Limit Order Mar

✍ RONALD L. GOETTLER; CHRISTINE A. PARLOUR; UDAY RAJAN 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 335 KB

Order flow composition and trading costs

✍ Thierry Foucault 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 298 KB

ORDER PLACEMENT STRATEGIES IN A PURE LIM

✍ Charles Cao; Oliver Hansch; Xiaoxin Wang 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB