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Fluid-Limits of Fragmented Limit-Order Markets

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Muhle-Karbe, Johannes, Neuman, Eyal, Shadmi, Yonatan
Format:	Preprint
Publié:	2024
Sujets:	Probability Mathematical Finance 60K25, 90B22, 37A50
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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