Second order approximations for limit order books
Crossref DOI link: https://doi.org/10.1007/s00780-018-0373-7
Published Online: 2018-09-19
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Horst, Ulrich
Kreher, Dörte
Text and Data Mining valid from 2018-09-19
Article History
Received: 19 September 2017
Accepted: 2 July 2018
First Online: 19 September 2018