High-frequency trading in a limit order book
| Year of publication: |
2008
|
|---|---|
| Authors: | Avellaneda, Marco ; Stoikov, Sasha |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 3, p. 217-224
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005462644