Pricing European options in a discrete time model for the limit order book
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Publication:2283686
DOI10.1007/S11009-017-9610-3zbMath1430.91115OpenAlexW2772052714MaRDI QIDQ2283686
Bruno Rémillard, Clarence Simard
Publication date: 13 January 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9610-3
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Cites Work
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