X. Guo, A. de Larrard and Z. Ruan. Optimal placement in a limit order book, an analytical approach, Mathematics and Financial Economics, DOI: 10.1007/s11579-016- 0177-5, 2016.

Coleman Fung Chair Professor in Financial Modeling Department of Industrial Engineering and Operations Research, UC Berkeley, CA Tel: 510-642-3615 Email: xinguo AT ieor DOT berkeley DOT …

Book X. Guo, T. L. Lai, H. Shek, and S. Wong. Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization, Chapman and Hall, 2016. Second Edition 2018, Chinese Edition 2019, and …