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"A Bidding Game in a Continuum Limit Order Book."

Alberto Bressan, Giancarlo Facchi (2013)

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DOI: 10.1137/120896359

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/BressanF13
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  - https://dblp.org/rec/journals/siamco/BressanF13
Alberto Bressan, Giancarlo Facchi:
A Bidding Game in a Continuum Limit Order Book. SIAM J. Control. Optim. 51(5): 3459-3485 (2013)

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