Felix Naujokat

According to our database, Felix Naujokat authored at least 1 paper in 2014.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2014

When to Cross the Spread? Trading in Two-Sided Limit Order Books.

Ulrich Horst, Felix Naujokat

SIAM J. Financial Math., 2014