Julius Bonart
- A continuous and efficient fundamental price on the discrete order book\n grid
2016/08/02 by Julius Bonart, Fabrizio Lillo, Bonart, Julius +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)