Results 271 to 280 of about 1,356,140 (282)
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The order book as a queueing system: average depth and influence of the size of limit orders
Quantitative Finance, 2015Ioane Muni Toke
exaly
EPA RE-ESTABLISHES LOWER ARSENIC LIMIT FOR DRINKING WATER; NEW STANDARD FULLY IN EFFECT BY 2006
Ca-A Cancer Journal for Clinicians, 2002exaly
Long-Time Behavior of a Hawkes Process--Based Limit Order Book
SIAM Journal on Financial Mathematics, 2015Frédéric Abergel
exaly
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Mathematics of Operations Research, 2018Frank Kelly, Elena Yudovina
exaly
Modelling high-frequency limit order book dynamics with support vector machines
Quantitative Finance, 2015exaly
Optimal Execution in a General One-Sided Limit-Order Book
SIAM Journal on Financial Mathematics, 2011exaly