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N°14-72: High-Resilience Limits of Block-Shaped Order Books, J. Kallsen and J. Muhle-Karbe, 2014.

N°14-72: High-Resilience Limits of Block-Shaped Order Books, J. Kallsen and J. Muhle-Karbe, 2014.

AuthorJ. Kallsen and J. Muhle-Karbe
Date1 jan. 2014
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2501362

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