20170407 - A Markov model of a limit order book

Описание к видео 20170407 - A Markov model of a limit order book

IAS Distinguished Lecture

Title: A Markov model of a limit order book: thresholds, recurrence, and trading strategies
Date: 7 April 2017
Speaker: Professor Frank Kelly


Institute for Advanced Study, City University of Hong Kong
http://www.ias.cityu.edu.hk

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