No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jain, Konark, Muzy, Jean-François, Kochems, Jonathan, Bacry, Emmanuel
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure Computational Engineering, Finance, and Science Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.08744