Optimal placement in a limit order book: an analytical approach
2016 ◽
Vol 11
(2)
◽
pp. 189-213
◽
2013 ◽
pp. 191-200
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2020 ◽
Vol 136
◽
pp. 183-189
◽
Keyword(s):
2005 ◽
Vol 8
(1)
◽
pp. 25-67
◽
Keyword(s):