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Çetin, Umut ORCID: 0000-0001-8905-853X and Waelbroeck, Henri
(2023)
Power laws in market microstructure.
Frontiers of Mathematical Finance, 2 (1).
56 - 98.
ISSN 2769-6715
Çetin, Umut ORCID: 0000-0001-8905-853X and Waelbroeck, Henri
(2023)
Power laws in market microstructure.
In: Jarrow, Robert A and Madan, Dilip B, (eds.)
Peter Carr Gedenkschrift: Research Advances in Mathematical Finance.
World Scientific (Firm), 753 - 819.
ISBN 9789811280290