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Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing, Ching, Wai-Ki, Gu, Jiawen, Siu, Tak-KuenJournal:
Decisions in Economics and Finance
DOI:
10.1007/s10203-020-00278-8
Date:
March, 2020
Fichier:
PDF, 1.76 MB
2020