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~person:"Fard, Farzad Alavi"
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Fard, Farzad Alavi
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Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework
Fard, Farzad Alavi
- In:
Review of Economics & Finance
4
(
2014
)
November
,
pp. 33-48
dynamic programming problem, and we solve the problem numerically using the
Galerkin
method
. …
Persistent link: https://www.econbiz.de/10011096959
Saved in:
2
Optimal bid-ask spread in limit-order books under regime switching framework
Fard, Farzad Alavi
- In:
Review of economics & finance
(
2014
)
4
,
pp. 33-48
Persistent link: https://www.econbiz.de/10010471999
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