The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Applied Mathematical Finance
سال: 2011
ISSN: 1350-486X,1466-4313
DOI: 10.1080/1350486x.2010.504333