@article{latencyandliquidityrisk,
  title = {Latency and Liquidity Risk},
  author = {Álvaro Cartea and Sebastian Jaimungal and Leandro Sánchez-Betancourt},
  year = {2019},
  eprint = {1908.03281},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1908.03281v1},
}