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Anomalous diffusion and price impact in the fluid-limit of an order book

Fuente: arXiv

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Bibliographic Details
Main Authors:	Diana, Derick, Gebbie, Tim
Format:	Preprint
Published:	2023
Subjects:	Computational Finance Computational Engineering, Finance, and Science Adaptation and Self-Organizing Systems Trading and Market Microstructure 91G80 G.1.8
Online Access:	Acceder al recurso
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