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Pani, Sudhanshu - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 23-49

Persistent link: https://www.econbiz.de/10012510329

Nadtochiy, Sergey - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 78-113

Persistent link: https://www.econbiz.de/10012815948

Primicerio, Kevin; Challet, Damien - In: Market microstructure and liquidity 4 (2018) 1/2, pp. 1-12

Persistent link: https://www.econbiz.de/10012256411

Alfonsi, Aurélien; Blanc, Pierre - In: Market microstructure and liquidity 2 (2016) 2, pp. 1-55

Persistent link: https://www.econbiz.de/10011588251

Sviščuk, Anatolij; Hofmeister, Tyler; Cera, Katharina; … - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10011686928

Kratz, Peter; Schöneborn, Torsten - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 177-210

Persistent link: https://www.econbiz.de/10011969158

Kijima, Masaaki; Ting, Christopher - In: International journal of theoretical and applied finance 22 (2019) 8, pp. 1-36

Persistent link: https://www.econbiz.de/10012183242

Tsoukalas, Gerry; Wang, Jiang; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2015-2040

Persistent link: https://www.econbiz.de/10012039722

Lehalle, Charles-Albert; Mounjid, Othmane - In: Market microstructure and liquidity 3 (2017) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10011778311

Jurkatis, Simon Willi - 2020

Persistent link: https://www.econbiz.de/10012597973