Optimal submission problem in a limit order book with var constraints

Na Song, Wai Ki Ching, Tak Kuen Siu, Ka Fai Cedric Yiu

Research output: Chapter in book / Conference proceedingConference article published in proceeding or bookAcademic researchpeer-review

2 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Optimal submission problem in a limit order book with var constraints'. Together they form a unique fingerprint.

Keyphrases

Engineering

Mathematics