Optimal order placement in limit order markets
نویسندگان
چکیده
منابع مشابه
Limit Order Markets: A Survey
A.V. Thakor. We thank the authors of the research reviewed here for their insights into the microstructure of limit order markets and apologize for any errors or misrepresentations in our discussion of their work. We thank Arnoud Boot for asking us to undertake this survey and for his patience while we completed it.
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2016
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2016.1190030