The Shadow Price of Latency : Improving Intraday Fill Ratios in Foreign Exchange Markets
Year of publication: |
2020
|
---|---|
Authors: | Cartea, Álvaro |
Other Persons: | Sánchez-Betancourt, Leandro (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Devisenmarkt | Foreign exchange market | Opportunitätskosten | Opportunity cost | Wechselkurs | Exchange rate | Theorie | Theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: SIAM Journal on Financial Mathematics Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3190961 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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