The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096): Difference between revisions

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Latest revision as of 14:53, 16 July 2024

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)
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    19 September 2018
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    limit order book
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    limit orders
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    market depth
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    microstructure
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    size of limit orders
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    queueing systems
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    birth-and-death processes
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