The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096)
From MaRDI portal
scientific article; zbMATH DE number 6939300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The order book as a queueing system: average depth and influence of the size of limit orders |
scientific article; zbMATH DE number 6939300 |
Statements
The order book as a queueing system: average depth and influence of the size of limit orders (English)
0 references
19 September 2018
0 references
limit order book
0 references
limit orders
0 references
market depth
0 references
microstructure
0 references
size of limit orders
0 references
queueing systems
0 references
birth-and-death processes
0 references
