Instantaneous Order Impact and High-Frequency Strategy Optimization in Limit Order Books.
| Autor: | Gonzalez, Federico1, Schervish, Mark1 |
|---|---|
| Zdroj: | Market Microstructure & Liquidity. Jun2017, Vol. 3 Issue 2, p-1. 31p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|