Results 281 to 290 of about 21,860,417 (300)
Some of the next articles are maybe not open access.
Order Execution and Limit Order Book
2015Ali N. Akansu, Mustafa U. TorunTorun
openaire +1 more source
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics
SIAM Journal on Financial Mathematics, 2021Marvin S Mueller, Rama Cont
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The information content of the limit order book: evidence from NYSE specialist trading decisions
Journal of Financial Markets, 2005Venkaṭesh Panchapagesan
exaly
The information content of a limit order book: The case of an FX market
Journal of Financial Markets, 2012Roman Kozhan, Mark Salmon
exaly
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Mathematics of Operations Research, 2018Frank Kelly, Elena Yudovina
exaly
Optimal Trading with Limit Orders on a Dynamic Limit Order Book
SSRN Electronic Journal, 2014openaire +1 more source
A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics
SIAM Journal on Financial Mathematics, 2017Ulrich Horst
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Long-Time Behavior of a Hawkes Process--Based Limit Order Book
SIAM Journal on Financial Mathematics, 2015Frédéric Abergel
exaly