A Stochastic Model for Order Book Dynamics in Online Product Markets
Crossref DOI link: https://doi.org/10.14441/eier.A2013006
Published Online: 2015-04-09
Published Print: 2013-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mizuno, Takayuki
Nirei, Makoto
Watanabe, Tsutomu
License valid from 2013-06-01