Second order approximations for limit order books

Second order approximations for limit order books

Horst, Ulrich, Kreher, Dörte
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Volume:
22
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-018-0373-7
Date:
October, 2018
File:
PDF, 2.35 MB
english, 2018
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