Optimal Decisions in a Time Priority Queue (Q4559471): Difference between revisions

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Latest revision as of 22:25, 13 September 2024

scientific article; zbMATH DE number 6988086
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Optimal Decisions in a Time Priority Queue
scientific article; zbMATH DE number 6988086

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    Optimal Decisions in a Time Priority Queue (English)
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    3 December 2018
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    algorithmic trading
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    high frequency trading
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    limit order book
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    queuing model
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    impulse control
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    adverse selection
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