Order Execution Probability and Order Queue in Limit Order Markets
ZHANG Qiang · WANG Chao · LIU Shancun · YANG Yaodong
Order Execution Probability and Order Queue in Limit Order Markets
ZHANG Qiang · WANG Chao · LIU Shancun · YANG Yaodong
Journal of Systems Science and Complexity
.
2020, (5): 1545
-1557
.
DOI: 10.1007/s11424-020-9100-5
