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From Glosten-Milgrom to the whole limit order book and applications to financial regulation

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Huang, Weibing, Pulido, Sergio, Rosenbaum, Mathieu, Saliba, Pamela, Sfendourakis, Emmanouil
Formato:	Preprint
Publicado:	2019
Materias:	Trading and Market Microstructure
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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