Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"When to Cross the Spread? Trading in Two-Sided Limit Order Books."

Ulrich Horst, Felix Naujokat (2014)

> Home

Details and statistics

DOI: 10.1137/110849341

access: closed

type: Journal Article

metadata version: 2017-05-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/HorstN14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/HorstN14
Ulrich Horst, Felix Naujokat:
When to Cross the Spread? Trading in Two-Sided Limit Order Books. SIAM J. Financial Math. 5(1): 278-315 (2014)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.