%0 Journal Article %1 journals/mor/KellyY18 %A Kelly, Frank %A Yudovina, Elena %D 2018 %J Math. Oper. Res. %K dblp %N 1 %P 181-203 %T A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies. %U http://dblp.uni-trier.de/db/journals/mor/mor43.html#KellyY18 %V 43

@article{journals/mor/KellyY18, added-at = {2018-09-13T00:00:00.000+0200}, author = {Kelly, Frank and Yudovina, Elena}, biburl = {https://www.bibsonomy.org/bibtex/29e2ec5a854d9bfc53a5d60fdaf4b7be1/dblp}, ee = {https://doi.org/10.1287/moor.2017.0857}, interhash = {b4cffd4f3c59553951b14f9476c6df2a}, intrahash = {9e2ec5a854d9bfc53a5d60fdaf4b7be1}, journal = {Math. Oper. Res.}, keywords = {dblp}, number = 1, pages = {181-203}, timestamp = {2018-09-14T11:43:11.000+0200}, title = {A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies.}, url = {http://dblp.uni-trier.de/db/journals/mor/mor43.html#KellyY18}, volume = 43, year = 2018 }