A limit order book model for latency arbitrage
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Publication:1938985
DOI10.1007/s11579-012-0082-5zbMath1264.91136arXiv1110.4811OpenAlexW3122936862MaRDI QIDQ1938985
Samuel N. Cohen, Lukasz Szpruch
Publication date: 26 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.4811
Macroeconomic theory (monetary models, models of taxation) (91B64) Microeconomic theory (price theory and economic markets) (91B24) Corporate finance (dividends, real options, etc.) (91G50)
Related Items (1)
Cites Work
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