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LARGE PLATONIC MARKETS WITH DELAYS - MaRDI portal

LARGE PLATONIC MARKETS WITH DELAYS (Q5061501)

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scientific article; zbMATH DE number 7488290
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English
LARGE PLATONIC MARKETS WITH DELAYS
scientific article; zbMATH DE number 7488290

    Statements

    title
    LARGE PLATONIC MARKETS WITH DELAYS (English)
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    author
    Yannick Limmer
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    Thilo Meyer-Brandis
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    publication date
    11 March 2022
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    zbMATH Keywords
    arbitrage theory
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    filtration
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    fundamental theorem of asset pricing
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    market delays
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    latency
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    order execution
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    market information flow
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    Identifiers

    zbMATH DE Number
    7488290
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    arXiv ID
    2110.13678
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    OpenAlex ID
    W4205374318
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