"Coupling Limit Order Books and Branching Random Walks."

Florian Simatos (2014)

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DOI: 10.1017/S0021900200011566

access: closed

type: Journal Article

metadata version: 2020-04-16

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Florian Simatos:
Coupling Limit Order Books and Branching Random Walks. J. Appl. Probab. 51(3): 625-639 (2014)

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