Order Execution Probability and Order Queue in Limit Order Markets

Qiang Zhang, Chao Wang, Shancun Liu, Yaodong Yang. Order Execution Probability and Order Queue in Limit Order Markets. J. Systems Science & Complexity, 33(5):1545-1557, 2020. [doi]

Authors

Qiang Zhang

This author has not been identified. Look up 'Qiang Zhang' in Google

Chao Wang

This author has not been identified. Look up 'Chao Wang' in Google

Shancun Liu

This author has not been identified. Look up 'Shancun Liu' in Google

Yaodong Yang

This author has not been identified. Look up 'Yaodong Yang' in Google