Journal Articles
Operations Research
Year : 2010
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https://hal.science/hal-00497666
Submitted on : Monday, July 5, 2010-3:49:07 PM
Last modification on : Tuesday, February 7, 2023-2:44:45 PM
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- HAL Id : hal-00497666 , version 1
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R. Cont, S. Stoikov, R. Talreja. A stochastic model for order book dynamics. Operations Research, 2010, 58 (3), pp.549-563. ⟨hal-00497666⟩
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