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Non-constant rates and over-diffusive prices in a simple model of limit order markets
Authors:
Damien Challet a;
Robin Stinchcombe a
| Affiliation: | a Theoretical Physics, Oxford, UK |
DOI:
10.1088/1469-7688/3/3/301
Publication Frequency:
8 issues per year
Formats available:
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(English)
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