Pricing European Options in a Discrete Time Model for the Limit Order Book
Crossref DOI link: https://doi.org/10.1007/s11009-017-9610-3
Published Online: 2017-12-01
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Simard, Clarence http://orcid.org/0000-0003-3860-3432
RĂ©millard, Bruno
Text and Data Mining valid from 2017-12-01
Article History
Received: 22 October 2016
Revised: 20 November 2017
Accepted: 21 November 2017
First Online: 1 December 2017