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"A Law of Large Numbers for Limit Order Books."

Ulrich Horst, Michael Paulsen (2017)

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DOI: 10.1287/MOOR.2017.0848

access: closed

type: Journal Article

metadata version: 2018-08-28

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Ulrich Horst, Michael Paulsen:
A Law of Large Numbers for Limit Order Books. Math. Oper. Res. 42(4): 1280-1312 (2017)

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