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Queueing dynamics and state space collapse in fragmented limit order book markets
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Zheng, Hua
- In:
Operations research
69
(
2021
)
4
,
pp. 1324-1348
Persistent link: https://www.econbiz.de/10012625209
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