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Law, Baron

  1. Market Making under a Weakly Consistent Limit Order Book Model
    2019/03/18 by Baron Law, Law, Baron, Frédéri Viens +1 · 4 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)