Hydrodynamic Limit of Order Book Dynamics
Other conference paper
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Other information
All Author(s) ListGAO Xuefeng
Name of ConferenceThe Quantitative Methods in Finance 2014 Conference
Start Date of Conference01/01/2014
Country/Region of ConferenceAustralia
Proceedings TitleThe Quantitative Methods in Finance 2014 Conference
Year2014
Month12
Place of PublicationAustralia, Sydney
LanguagesEnglish-United Kingdom
KeywordsHydrodynamic; Dynamics