Optimal order placement in limit order markets (2016)

First Author: Cont R

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2016.1190030

Publication URI: http://dx.doi.org/10.1080/14697688.2016.1190030

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 1