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"Modeling high-frequency order flow imbalance by functional limit theorems ..."
Victor Yurievich Korolev et al. (2015)
- Victor Yurievich Korolev
, A. V. Chertok, Alexander Yu. Korchagin, Alexander I. Zeifman
:
Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes. Appl. Math. Comput. 253: 224-241 (2015)
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