Author:
Chávez-Casillas Jonathan A.,Figueroa-López José E.
Funder
National Science Foundation
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
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5. R. Cont, A. de Larrard, Order book dynamics in liquid markets: limit theorems and diffusion approximations. Preprint available in arXiv:1202.6412v1, 2012.
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