A Limit Order Book Model for Latency Arbitrage
Year of publication: |
2011
|
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Authors: | Cohen, Samuel N. |
Other Persons: | Szpruch, Lukasz (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Arbitrage | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Geld-Brief-Spanne | Bid-ask spread |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 21, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1947328 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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