Continuous-time methods and market microstructure

Continuous-time methods and market microstructure

Bibliographic Details
Other Authors: Lo, Andrew W.
Format: Book
Language:English
Published: Cheltenham, Gloscester [England] Edward Elgar 2007.
Series:The International library of financial econometrics
An Elgar reference collection
Subjects:
Money market > Mathematical models.
Stock exchanges > Mathematical models.
Derivative securities > Mathematical models.