"Derivatives pricing with market impact and limit order book."

Taiga Saito, Akihiko Takahashi (2017)

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DOI: 10.1016/J.AUTOMATICA.2017.08.028

access: closed

type: Journal Article

metadata version: 2020-02-20

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Taiga Saito, Akihiko Takahashi:
Derivatives pricing with market impact and limit order book. Autom. 86: 154-165 (2017)

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