Work

Optimal Order Placement in Limit Order Markets

Year: 2012

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2155218

Authors: Rama Cont, Arseniy Kukanov

Institution: University of Oxford

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2164723601

Cites: 44

Cited by: 34

Related to: 10