A Dynamic Model of the Limit Order Book
| Year of publication: |
2013
|
|---|---|
| Authors: | Rosu, Ioanid |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 22.2013, 11 (8.5.), p. 4601-4600
|