Limit order books and order-driven markets form one of the main fields in market microstructure, an area which has triggered a considerable amount of interest amongst both researchers and market practitioners. This text is devoted to the statistical, mathematical and numerical aspects of limit order books.
Ik heb een vraag over het boek:
‘Limit Order Books - Abergel, Frederic, Anane, Marouane, Chakraborti, Anirban (Jawaharlal Nehru University), Jedidi, Aymen’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.
