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Revision as of 10:27, 21 February 2024

scientific article; zbMATH DE number 7001588
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Non-constant rates and over-diffusive prices in a simple model of limit order markets
scientific article; zbMATH DE number 7001588

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    Non-constant rates and over-diffusive prices in a simple model of limit order markets (English)
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    14 January 2019
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    limit order markets
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    over-diffusive prices
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