Queueing Theoretic Approaches to Financial Price Fluctuations
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Xin Liu & Qi Gong & Vidyadhar G. Kulkarni, 2015. "A Stochastic Model of Order Book Dynamics using Bouncing Geometric Brownian Motions," Papers 1511.04096, arXiv.org, revised Mar 2016.
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