"Optimization of stock trading with additional information by Limit Order Book."

Ruo-Bing Xue, Xiang-Shen Ye, Xi-Ren Cao (2021)

Details and statistics

DOI: 10.1016/J.AUTOMATICA.2021.109507

access: closed

type: Journal Article

metadata version: 2021-04-16

a service of  Schloss Dagstuhl - Leibniz Center for Informatics