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Ajustement des prix bid et ask en présence d'information privée
Boyer, Cécile, (2001)
Information model inference from asset price dynamics
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Adverse selection and liquidity: from theory to practice
Kyle, Albert S., (2020)
Noise reduced realized volatility : a kalman filter approach
Owens, John P., (2006)
A market microstructure model with random overlapping information asymmetries
Owens, John P., (2005)