High-frequency trading in a limit order book (Q3502183)

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High-frequency trading in a limit order book
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    Statements

    title
    High-frequency trading in a limit order book (English)
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    author
    Sasha Stoikov
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    Marco Avellaneda
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    publication date
    22 May 2008
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    zbMATH Keywords
    Limit Order Book
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    Micromodels
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    Identifiers

    zbMATH DE Number
    5278232
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