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CIS Building Committee meetingsZoom Recording ID: 97267791973 UUID: Qcf9JEVJSKCOj70S60haJQ== Meeting Time: 2021-06-08T14:52:09Z
From Susan Evans
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CAM Colloquium - August 24, 2012: Josh ReedHigh Frequency Asymptotics for the Limit Order Book We study the one-sided limit order book for sell (or buy) orders and model it as a measure-valued process. Limit orders arrive to the book…
From E. Cornelius
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