![](/img/cover-not-exists.png)
Second order approximations for limit order books
Horst, Ulrich, Kreher, DörteVolume:
22
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-018-0373-7
Date:
October, 2018
File:
PDF, 2.35 MB
english, 2018