A limit order book model for latency arbitrage
Samuel N. Cohen; Lukasz Szpruch
| Year of publication: |
2012
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|---|---|
| Authors: | Cohen, Samuel N. ; Szpruch, Lukasz |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 6.2012, 3, p. 211-227
|
| Subject: | Wertpapierhandel | Securities trading | Arbitrage | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009624627