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    A Stochastic Model for Order Book Dynamics

    13 years 10 months ago
    A Stochastic Model for Order Book Dynamics
    Download  www.finmath.rutgers.edu
    Rama Cont, Sasha Stoikov, Rishi Talreja
    claim paper
    Added 28 Jan 2011
    Updated 28 Jan 2011
    Type Journal
    Year 2010
    Where IOR
    Authors Rama Cont, Sasha Stoikov, Rishi Talreja
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