Queueing dynamics and state space collapse in fragmented limit order book markets
Costis Maglaras, Ciamac C. Moallemi, Hua Zheng
| Year of publication: |
2021
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|---|---|
| Authors: | Maglaras, Costis ; Moallemi, Ciamac C. ; Zheng, Hua |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 69.2021, 4, p. 1324-1348
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| Subject: | applications: queues | brokerage/trading: financial institutions | networks: queues | Warteschlangentheorie | Queueing theory | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2020.1989 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012625209