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67

IOR
2010

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A Stochastic Model for Order Book Dynamics

15 years 1 months ago

A Stochastic Model for Order Book Dynamics

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Rama Cont, Sasha Stoikov, Rishi Talreja

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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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