A trading mechanism contingent on several indices

DOI10.1016/j.ejor.2011.03.031zbMath1218.91120MaRDI QIDQ2275808

Henry Schellhorn

Publication date: 10 August 2011

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.03.031

zbMATH Keywords

market microstructure; limit orders; trading systems

Mathematics Subject Classification ID

91B60: Trade models

91G20: Derivative securities (option pricing, hedging, etc.)

91B26: Auctions, bargaining, bidding and selling, and other market models

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