Second-Order Approximation of Limit Order Books in a Single-Scale Regime (Q6445951)
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scientific article; zbMATH DE number 902302818
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| English | Second-Order Approximation of Limit Order Books in a Single-Scale Regime |
scientific article; zbMATH DE number 902302818 |
Statements
1 August 2023
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q-fin.MF
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math.PR
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