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"Order Execution Probability and Order Queue in Limit Order Markets."

Qiang Zhang et al. (2020)

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DOI: 10.1007/S11424-020-9100-5

access: closed

type: Journal Article

metadata version: 2024-05-07

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  dblp key:
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  - https://dblp.org/rec/journals/jossac/ZhangWLY20
Qiang Zhang, Chao Wang, Shancun Liu, Yaodong Yang:
Order Execution Probability and Order Queue in Limit Order Markets. J. Syst. Sci. Complex. 33(5): 1545-1557 (2020)

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