The self-financing equation in limit order book markets
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Publication:1999602
DOI10.1007/s00780-019-00398-zzbMath1460.91246OpenAlexW2950790448WikidataQ127704708 ScholiaQ127704708MaRDI QIDQ1999602
Kevin N. Webster, René A. Carmona
Publication date: 27 June 2019
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-019-00398-z
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