Martin David Gould

University of Oxford - Mathematical Institute

Andrew Wiles Building

Radcliffe Observatory Quarter (550)

Oxford, OX2 6GG

United Kingdom

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Limit Order Books

Number of pages: 42 Posted: 09 Dec 2011 Last Revised: 02 Apr 2013
University of Oxford - Mathematical Institute, University of Oxford, HSBC Bank - FX Research and Trading Group, HSBC Bank (London), HSBC (London) and University of Oxford
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Citation 27

Abstract:

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Limit Order Books, Survey, Models, Statistics, Markets