Papers › High-frequency trading in a limit order book
High-frequency trading in a limit order book
MARCO AVELLANEDA, SASHA STOIKOV
High-frequency trading in a limit order book MARCO AVELLANEDA and SASHA STOIKOV* Mathematics, New York University, 251 Mercer Street, New York, NY 10012, USA (Received 24 April 2006; in final form 3 April 2007)
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