| OPTIMAL STRATEGY OF UNINFORMED TRADERS IN LIMIT ORDER MARKETS | |
| Bing, Tao; Zhao, Shangmei; Liu, Shancun; Zhang, Qiang | |
| 2016 | |
| 会议名称 | ICIM'2016: PROCEEDINGS OF THE 13TH INTERNATIONAL CONFERENCE ON INDUSTRIAL MANAGEMENT |
| 会议日期 | 2016-01-01 |
| 关键词 | Limit order book Optimal strategy Order flow composition Market depth |
| 页码 | 804-810 |
| 收录类别 | CPCI-S |
| URL标识 | 查看原文 |
| WOS记录号 | WOS:000385467700111 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5953840 |
| 专题 | 北京航空航天大学 |
| 推荐引用方式 GB/T 7714 | Bing, Tao,Zhao, Shangmei,Liu, Shancun,et al. OPTIMAL STRATEGY OF UNINFORMED TRADERS IN LIMIT ORDER MARKETS[C]. 见:ICIM'2016: PROCEEDINGS OF THE 13TH INTERNATIONAL CONFERENCE ON INDUSTRIAL MANAGEMENT. 2016-01-01. |
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