Uncertain execution in order-driven markets

<p>So-called 'latency' refers to the various small but significant time delays that occur in the course of the communications between a trader and a market. Such delays happen between the time an exchange streams market data to a trader, the time at which the trader processes the inf...

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Bibliographic Details
Main Author: Sanchez Betancourt, L
Other Authors: Cartea, A
Format: Thesis
Language:English
Published: 2021
Subjects: