Trades, Quotes and Prices (Financial Markets Under the Microscope) || The Santa Fe Model for Limit Order Books
Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, MartinVolume:
10.1017/97
Year:
2018
Language:
english
DOI:
10.1017/9781316659335.012
File:
PDF, 662 KB
english, 2018