Limit order books
From MaRDI portal
Publication:2871425
DOI10.1080/14697688.2013.803148zbMath1284.91584arXiv1012.0349MaRDI QIDQ2871425
Daniel J. Fenn, Mason A. Porter, Stacy Williams, Martin Gould, Mark McDonald, S. D. Howison
Publication date: 23 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0349
91G70: Statistical methods; risk measures
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
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