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Second-Order Approximation of Limit Order Books in a Single-Scale Regime

Fuente: arXiv

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Bibliographic Details
Main Authors:	Horst, Ulrich, Kreher, Dörte, Starovoitovs, Konstantins
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Probability 60F17, 91G80
Online Access:	Acceder al recurso
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