Reduced form modeling of limit order markets

Pekka Malo, Teemu Pennanen

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)
Original languageEnglish
Pages (from-to)1025-1036
JournalQuantitative Finance
Volume12
Issue number7
DOIs
Publication statusPublished - 2012
MoE publication typeA1 Journal article-refereed

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