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~isPartOf:"Quantitative finance"
~person:"Pham, Huyên"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
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