High-frequency simulations of an order book: A two-scale approach

5Citations
Citations of this article
6Readers
Mendeley users who have this article in their library.
Get full text

Cite

CITATION STYLE

APA

Lehalle, C. A., Guéant, O., & Razafinimanana, J. (2011). High-frequency simulations of an order book: A two-scale approach. New Economic Windows, 9, 73–92. https://doi.org/10.1007/978-88-470-1766-5_6

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free