Order execution probability and order queue in limit order markets (Q2220431)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Order execution probability and order queue in limit order markets
scientific article

    Statements

    Order execution probability and order queue in limit order markets (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    22 January 2021
    0 references
    0 references
    cumulative execution probability
    0 references
    execution probability
    0 references
    limit order
    0 references
    limit order book
    0 references
    market order
    0 references
    0 references