20170407 - A Markov model of a limit order book

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  • Опубликовано: 29 окт 2024
  • IAS Distinguished Lecture
    Title: A Markov model of a limit order book: thresholds, recurrence, and trading strategies
    Date: 7 April 2017
    Speaker: Professor Frank Kelly
    Institute for Advanced Study, City University of Hong Kong
    www.ias.cityu.e...

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