Optimal decisions in a time priority queue
Year of publication: |
March-April 2018
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Authors: | Donnelly, Ryan ; Gan, Luhui |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 25.2018, 1/2, p. 107-147
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Subject: | Algorithmic trading | high frequency trading | limit order book | queuing model | impulse control | adverse selection | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Adverse Selektion | Adverse selection | Warteschlangentheorie | Queueing theory | Entscheidung | Decision | Börsenkurs | Share price |
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