A continuous and efficient fundamental price on the discrete order book grid (Q2149276)

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scientific article; zbMATH DE number 7549802
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    A continuous and efficient fundamental price on the discrete order book grid
    scientific article; zbMATH DE number 7549802

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      A continuous and efficient fundamental price on the discrete order book grid (English)
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      28 June 2022
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      price formation
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      liquidity provision
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      tick size
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      market microstructure
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