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"Liquidity Suppliers and High Frequency Trading."

Robert Jarrow, Philip Protter (2015)

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DOI: 10.1137/140967702

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/siamfm/JarrowP15
Robert Jarrow, Philip Protter:
Liquidity Suppliers and High Frequency Trading. SIAM J. Financial Math. 6(1): 189-200 (2015)

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