High-frequency trading in a limit order book

Quantitative Finance

Volumn 8, Issue 3, 2008, Pages 217-224

  Avellaneda, Marco ^a   Stoikov, Sasha ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 41549159813     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680701381228     Document Type: Article

References (14)

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