Hua Zheng

Columbia Business School - Decision Risk and Operations

New York, NY

United States

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Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets

Columbia Business School Research Paper No. 14-13
Number of pages: 60 Posted: 05 Mar 2014
Columbia Business School - Decision Risk and Operations, Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
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