Order Execution Probability and Order Queue in Limit Order Markets

ZHANG Qiang · WANG Chao · LIU Shancun · YANG Yaodong

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (5) : 1545-1557.

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Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (5) : 1545-1557. DOI: 10.1007/s11424-020-9100-5

Order Execution Probability and Order Queue in Limit Order Markets

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2020, 33(5): 1545-1557 https://doi.org/10.1007/s11424-020-9100-5

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