Optimal placement of a small order in a diffusive limit order book
2018 ◽
Vol 1
(2)
◽
pp. 87-116
José E. Figueroa-López
◽
Hyoeun Lee
◽
Raghu Pasupathy
Xin Guo
◽
Adrien de Larrard
◽
Zhao Ruan
2016 ◽
Vol 11
(2)
◽
pp. 189-213
◽
Xin Guo
◽
Adrien de Larrard
◽
Zhao Ruan
Tolga Cenesizoglu
◽
Gunnar Grass
2020 ◽
Vol 136
◽
pp. 183-189
◽
Nikolaos Passalis
◽
Anastasios Tefas
◽
Juho Kanniainen
◽
Moncef Gabbouj
◽
Alexandros Iosifidis
2005 ◽
Vol 8
(1)
◽
pp. 25-67
◽
Lawrence E. Harris
◽
Venkatesh Panchapagesan
2021 ◽
pp. jfds.2021.1.074
Charles Huang
◽
Weifeng Ge
◽
Hongsong Chou
◽
Xin Du
Ying Chen
◽
Wee Song Chua