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8 - Advanced Modelling of Limit Order Books

from PART TWO - MATHEMATICAL MODELLING OF LIMIT ORDER BOOKS

Published online by Cambridge University Press:  05 July 2016

Frédéric Abergel ,
Marouane Anane ,
Anirban Chakraborti ,
Aymen Jedidi  and
Ioane Muni Toke
Frédéric Abergel
Affiliation:
CentraleSupélec, France
Marouane Anane
Affiliation:
BNP Paribas, France
Anirban Chakraborti
Affiliation:
Jawaharlal Nehru University
Aymen Jedidi
Affiliation:
HSBC Bank, France
Ioane Muni Toke
Affiliation:
Université de la Nouvelle-Calédonie
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Limit Order Books , pp. 97 - 110
Publisher: Cambridge University Press
Print publication year: 2016

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