Discriminatory limit order books, uniform price clearing and optimality
Lawrence R. Glosten
Year of publication: |
2006
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Authors: | Glosten, Lawrence R. |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 3.2006, p. 3-17
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