A limit order book model for latency arbitrage (Q1938985)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A limit order book model for latency arbitrage |
scientific article |
Statements
A limit order book model for latency arbitrage (English)
0 references
26 February 2013
0 references
limit order book
0 references
latency arbitrage
0 references
high-frequency trading
0 references
Tobin tax
0 references
