A Stochastic Model for Order Book Dynamics

No abstract is available for this paper.

• Publication year

  2010

• Venue

  Operational Research

• Publication date

  2010-05-01

• Fields of study

  Mathematics, Business, Economics, Computer Science

• Identifiers
  DOI 10.1287/opre.1090.0780
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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