Zobrazeno 1 - 10
of 1 412
pro vyhledávání: '"limit order book"'
Autor:
Mazza, Paolo1, Petitjean, Mikael1,2 m.petitjean@ieseg.fr
Publikováno v:
Applied Economics. Apr2019, Vol. 51 Issue 18, p1947-1976. 30p. 4 Charts, 20 Graphs.
Publikováno v:
Applied Mathematical Finance. Mar2018, Vol. 25 Issue 1, p1-35. 35p.
Autor:
Horst, Ulrich1 horst@math.hu-berlin.de, Kreher, Dörte1 kreher@math.hu-berlin.de
Publikováno v:
Finance & Stochastics. Oct2018, Vol. 22 Issue 4, p827-877. 51p.
Autor:
Abudy, Menachem (Meni)1, Wohl, Avi2
Publikováno v:
Review of Finance. Jul2018, Vol. 22 Issue 4, p1413-1440. 28p.
Autor:
Gayduk, Roman1, Nadtochiy, Sergey1 sergeyn@umich.edu
Publikováno v:
Mathematical Finance. Jul2018, Vol. 28 Issue 3, p839-876. 38p.
Publikováno v:
Quantitative Finance. Sep2018, Vol. 18 Issue 9, p1575-1597. 23p. 12 Charts, 6 Graphs.
Autor:
Lu, Xiaofei1 (AUTHOR), Abergel, Frédéric1 (AUTHOR) frederic.abergel@centralesupelec.fr
Publikováno v:
Quantitative Finance. Feb2018, Vol. 18 Issue 2, p249-264. 16p. 10 Charts, 9 Graphs.
Autor:
Bechler, Kyle kyle.bechler@gmail.com, Ludkovski, Mike1 ludkovski@pstat.ucsb.edu
Publikováno v:
Market Microstructure & Liquidity. Dec2017, Vol. 3 Issue 3/4, pN.PAG-N.PAG. 33p.
Autor:
Ellersgaard, Simon1, Tegnér, Martin2,3
Publikováno v:
Market Microstructure & Liquidity. Jun2017, Vol. 3 Issue 2, p-1. 32p.
Autor:
Gonzalez, Federico1, Schervish, Mark1
Publikováno v:
Market Microstructure & Liquidity. Jun2017, Vol. 3 Issue 2, p-1. 31p.