"A non-linear model of limit order book dynamics."

Nikita D. Vvedenskaya, Yuri M. Suhov, Vladimir Belitsky (2011)

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DOI: 10.1109/ISIT.2011.6033738

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Nikita D. Vvedenskaya, Yuri M. Suhov, Vladimir Belitsky:
A non-linear model of limit order book dynamics. ISIT 2011: 1260-1262

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