scientific article
From MaRDI portal
Publication:2919951
zbMath1250.91104MaRDI QIDQ2919951
Josh Reed, Sasha Stoikov, Marco Avellaneda
Publication date: 23 October 2012
Full work available at URL: http://iospress.metapress.com/content/07522352t341037l/fulltext.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Statistical methods; risk measures (91G70) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (7)
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets ⋮ Reducing transaction costs with low-latency trading algorithms ⋮ Latency and liquidity provision in a limit order book ⋮ In memoriam: Marco Avellaneda (1955–2022) ⋮ Limits of Limit-Order Books ⋮ A Correction Note for Price Dynamics in a Markovian Limit Order Market ⋮ Deep learning for limit order books
This page was built for publication:
