Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Altıniğne, Can Yılmaz"'
Order book dynamics play an important role in both execution time and price formation of orders in an exchange market. In this study, we aim to model the limit order arrival rates in the vicinity of the best bid and the best ask price levels. We use
Externí odkaz:
http://arxiv.org/abs/1909.08308
Publikováno v:
In Computer Networks 4 September 2019 160:118-129
