Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
Hostname: page-component-7b9c58cd5d-hpxsc Total loading time: 0 Render date: 2025-03-14T10:20:02.101Z Has data issue: false hasContentIssue false

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
Get access

Summary

A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Chapter
Information
Limit Order Books , pp. 97 - 110
Publisher: Cambridge University Press
Print publication year: 2016

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Save book to Kindle

To save this book to your Kindle, first ensure no-reply@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×