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"Anomalous diffusion and price impact in the fluid-limit of an order book."

Derick Diana, Tim Gebbie (2023)

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DOI: 10.48550/ARXIV.2310.06079

access: open

type: Informal or Other Publication

metadata version: 2023-10-26

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  - journals/corr/abs-2310-06079
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  - https://dblp.org/rec/journals/corr/abs-2310-06079
Derick Diana, Tim Gebbie:
Anomalous diffusion and price impact in the fluid-limit of an order book. CoRR abs/2310.06079 (2023)

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