Optimal Decisions in a Time Priority Queue
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Publication:4559471
DOI10.1080/1350486X.2018.1506257zbMath1418.91465OpenAlexW2586728061WikidataQ129408491 ScholiaQ129408491MaRDI QIDQ4559471
Publication date: 3 December 2018
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486x.2018.1506257
adverse selectionimpulse controlqueuing modellimit order bookalgorithmic tradinghigh frequency trading
Queues and service in operations research (90B22) Dynamic programming (90C39) Portfolio theory (91G10)
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