Derivatives pricing with market impact and limit order book

Derivatives pricing with market impact and limit order book

Saito, Taiga, Takahashi, Akihiko
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Volume:
86
Language:
english
Journal:
Automatica
DOI:
10.1016/j.automatica.2017.08.028
Date:
December, 2017
File:
PDF, 714 KB
english, 2017
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