Limit Order Books
Limit Order Books
Aymen Jedidi, Marouane Anane, Ioane Muni Toke, Anirban Chakraborti, Frédéric Abergel
About this book
This text presents different models of limit order books and introduces a flexible open-source library, useful to those studying trading strategies.
Details
- OL Work ID
- OL25785951W