"Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book ..."

Costis Maglaras, Ciamac C. Moallemi, Hua Zheng (2021)

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DOI: 10.1287/OPRE.2020.1989

access: closed

type: Journal Article

metadata version: 2021-09-16

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Costis Maglaras, Ciamac C. Moallemi, Hua Zheng:
Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets. Oper. Res. 69(4): 1324-1348 (2021)

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