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"Dynamic limit order placement strategies: survival analysis with a ..."

Anh Tu Le et al. (2021)

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DOI: 10.1007/S10479-019-03384-Y

access: closed

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
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Anh Tu Le, Thai-Ha Le, Wai-Man Liu, Kingsley Y. Fong:
Dynamic limit order placement strategies: survival analysis with a multiple-spell duration model. Ann. Oper. Res. 297(1): 241-275 (2021)

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