6 citations · 17 across the 8 of their papers we have counts for
1 paper · 1 filter
Johannes Muhle-Karbe, Eyal Neuman, Yonatan Shadmi
Maglaras, Moallemi, and Zheng (2021) have introduced a flexible queueing model for fragmented limit-order markets, whose fluid limit remains remarkably tractable. In the present st…