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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Jain, Konark, Muzy, Jean-François, Kochems, Jonathan, Bacry, Emmanuel
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Trading and Market Microstructure Computational Engineering, Finance, and Science Computational Finance
Accesso online:	Acceder al recurso
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