High-frequency simulations of an order book: A two-scale approach

New Economic Windows

Volumn 9, Issue , 2011, Pages 73-92

  Lehalle, Charles Albert ^a   Guéant, Olivier ^b   Razafinimanana, Julien ^a  

^a Credit Agricole SA   (France)

^b Audensiel   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84874577404     PISSN: 2039411X     EISSN: 20394128     Source Type: Book Series    
DOI: 10.1007/978-88-470-1766-5_6     Document Type: Article

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