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- W1484372144 abstract "Recently, models of limit order markets, particularly those of the continuous double auction, are subject to an intense research. Due to their complexity, the models are regarded to be analytically intractable. In the present paper, nonetheless, a closed form result is derived: the conditional distribution of the limit order book given the history of the best quote process." @default.
- W1484372144 created "2016-06-24" @default.
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- W1484372144 date "2005-05-02" @default.
- W1484372144 modified "2023-09-27" @default.
- W1484372144 title "Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process" @default.
- W1484372144 hasPublicationYear "2005" @default.
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