Dynamical trading mechanisms in limit order markets
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Publication:5420719
DOI10.3233/AF-13027zbMath1290.91200arXiv1303.3133OpenAlexW3125776943MaRDI QIDQ5420719
Publication date: 13 June 2014
Published in: Algorithmic Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.3133
Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)
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