Modelling the shape of the limit order book
Year of publication: |
September 2018
|
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Authors: | Platania, Federico ; Serrano, Pedro ; Tapia, Mikel |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 9, p. 1575-1597
|
Subject: | Limit order book | Noise trader | Partial differential equation | High-frequency asset pricing model | Wertpapierhandel | Securities trading | Theorie | Theory | CAPM | Noise Trading | Noise trading | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading |
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