Optimal Decisions in a Time Priority Queue (Q4559471)
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scientific article; zbMATH DE number 6988086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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