Date: 2000
Type: Working Paper
Market microstructure models and the Markov property
Working Paper, EUI ECO, 2000/19
AMARO DE MATOS, Joao, FERNANDES, Marcelo, Market microstructure models and the Markov property, EUI ECO, 2000/19 - https://hdl.handle.net/1814/748
Retrieved from Cadmus, EUI Research Repository
Additional information:
Digitised version produced by the EUI Library and made available online in 2020.
Cadmus permanent link: https://hdl.handle.net/1814/748
Series/Number: EUI ECO; 2000/19
Publisher: European University Institute
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