Optimal high-frequency market making strategy research based on limit order book

SONG Bin, LIN Mu, TIAN Yijia

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (1) : 16-34.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (1) : 16-34. DOI: 10.12011/1000-6788(2018)01-0016-19

Optimal high-frequency market making strategy research based on limit order book

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(1): 16-34 https://doi.org/10.12011/1000-6788(2018)01-0016-19

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