IAS Distinguished Lecture
A Markov model of a limit order book: thresholds, recurrence, and trading strategies
Professor Frank Kelly
- Date
- 7 April 2017 (Fri)
- Time
- 10:30am - 12:00nn (Light refreshments will be served from 10:00am to 10:30am)
- Venue
- Connie Fan Multi-media Room, 4/F, Cheng Yick-chi Building City University of Hong Kong
