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Statistical Theory of the Continuous Double Auction

Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
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11 Jul 03

Citation:

Smith, E., J. D. Farmer, L. Gillemot, and S. Krishnamurthy. 'Statistical Theory of the Continuous Double Auction.' Quant. Fin. 3(6) (2003): 481-514.

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Statistical Theory of the Continuous Double Auction

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