A continuous and efficient fundamental price on the...

Physica A: Statistical Mechanics and its Applications 2018 / 08 Vol. 503

A continuous and efficient fundamental price on the discrete order book grid

Bonart, Julius, Lillo, Fabrizio
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Volume:
503
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2018.03.002
Date:
August, 2018
File:
PDF, 613 KB
english, 2018
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