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An Algebraic Framework for the Modeling of Limit Order Books

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bleher, Johannes, Bleher, Michael
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure Mathematical Finance Statistical Finance 60G10, 62M10, 91B26, 65C40 G.3; I.6.1; I.6.4; J.4
Online Access:	Acceder al recurso
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