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Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics.

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hal-03387607 , version 1 (20-10-2021)

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Ioane Muni Toke. Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics.. IPAM Financial Maths 2015, Core Participants Short Talks, 2015, Los Angeles, United States. ⟨hal-03387607⟩

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