Documents Stochastic model of order book Chung, Dahan, Hocquet, Kim MS&E 444, Stanford University, June 2009.....

Slide 1Stochastic model of order book Chung, Dahan, Hocquet, Kim MS&E 444, Stanford University, June 2009 Potential for High frequency trading applications Slide 2 Our…

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Documents Stochastic model of order book

Stochastic model of order book Chung, Dahan, Hocquet, Kim MS&E 444, Stanford University, June 2009 Potential for High frequency trading applications Our approach Studying…

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