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Understanding price discovery in interconnected markets: Generalized Langevin process approach and simulation
Schenck, Natalya A., Horvath, Philip A., Sinha, Amit K.Volume:
491
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.08.132
Date:
February, 2018
File:
PDF, 457 KB
english, 2018