"Non-uniformly sampled simulated price impact of an order-book."

Derick Diana, Tim Gebbie (2025)

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DOI: 10.1016/J.CAM.2024.116202

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type: Journal Article

metadata version: 2024-09-20

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Derick Diana, Tim Gebbie:
Non-uniformly sampled simulated price impact of an order-book. J. Comput. Appl. Math. 456: 116202 (2025)

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