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      A Stochastic Model for Order Book Dynamics

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      Operations Research
      Institute for Operations Research and the Management Sciences (INFORMS)

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          Journal
          Operations Research
          Operations Research
          Institute for Operations Research and the Management Sciences (INFORMS)
          0030-364X
          1526-5463
          June 2010
          June 2010
          : 58
          : 3
          : 549-563
          Article
          10.1287/opre.1090.0780
          ac66b5aa-2de5-49a9-8b16-9e0d55113a4d
          © 2010
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