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Filtering by: Contributor Blais, Marcel Y. Keyword Mathematical Finance

Liquidity Modeling Using Order Book Data

Keyword:

Mathematical Finance, Limit Order Book, and Liquidity

Creator:

Li, Yi

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2009-08-31

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences