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Global Order Routing on Exchange Networks

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  • Vincent Danos

    (DI-ENS - Département d'informatique - ENS Paris - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - Inria - Institut National de Recherche en Informatique et en Automatique - CNRS - Centre National de la Recherche Scientifique, CNRS - Centre National de la Recherche Scientifique, ANTIQUE - Analyse Statique par Interprétation Abstraite - DI-ENS - Département d'informatique - ENS Paris - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - Inria - Institut National de Recherche en Informatique et en Automatique - CNRS - Centre National de la Recherche Scientifique - Inria de Paris - Inria - Institut National de Recherche en Informatique et en Automatique)

  • Hamza El Khalloufi

    (DI-ENS - Département d'informatique - ENS Paris - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - Inria - Institut National de Recherche en Informatique et en Automatique - CNRS - Centre National de la Recherche Scientifique)

  • Julien Prat

    (CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • Vincent Danos & Hamza El Khalloufi & Julien Prat, 2021. "Global Order Routing on Exchange Networks," Post-Print hal-03455981, HAL.
    • Handle: RePEc:hal:journl:hal-03455981
    DOI: 10.1007/978-3-662-63958-0_19
    Note: View the original document on HAL open archive server: https://hal.science/hal-03455981v1
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    References listed on IDEAS

    as
    1. Frédéric Abergel & Aymen Jedidi, 2013. "A Mathematical Approach To Order Book Modeling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(05), pages 1-40.
    2. Frédéric Abergel & Aymen Jedidi, 2013. "A Mathematical Approach to Order Book Modelling," Post-Print hal-00621253, HAL.
    3. Frederic Abergel & Aymen Jedidi, 2010. "A Mathematical Approach to Order Book Modeling," Papers 1010.5136, arXiv.org, revised Mar 2013.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Jan Arvid Berg & Robin Fritsch & Lioba Heimbach & Roger Wattenhofer, 2022. "An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap," Papers 2203.07774, arXiv.org, revised May 2022.

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