default search action
"The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign ..."
Álvaro Cartea, Leandro Sánchez-Betancourt (2021)
- Álvaro Cartea, Leandro Sánchez-Betancourt:
The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets. SIAM J. Financial Math. 12(1): 254-294 (2021)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.