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