A Bidding Game in a Continuum Limit Order Book

SIAM Journal on Control and Optimization 2013 / 01 Vol. 51; Iss. 5

A Bidding Game in a Continuum Limit Order Book

Bressan, Alberto, Facchi, Giancarlo
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Volume:
51
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/120896359
Date:
January, 2013
File:
PDF, 408 KB
english, 2013
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