The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books
| Year of publication: |
2011
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|---|---|
| Authors: | Challet, Damien |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 18.2011, 3, p. 189-206
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