"Optimal Submission Problem in a Limit Order Book with VaR Constraints."

Na Song et al. (2012)

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DOI: 10.1109/CSO.2012.66

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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  - https://dblp.org/rec/conf/cso/SongCSY12
Na Song, Wai-Ki Ching, Tak Kuen Siu, Ka Fai Cedric Yiu:
Optimal Submission Problem in a Limit Order Book with VaR Constraints. CSO 2012: 266-270

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