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"Bid-ask spread dynamics: large upward jump with geometric catastrophes."

Jose Javier Cerda-Hernández, Artem Logachov, Anatoly Yambartsev (2024)

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DOI: 10.1051/RO/2024039

access: closed

type: Journal Article

metadata version: 2024-11-30

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  dblp key:
  - journals/rairo/CerdaHernandezLY24
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  - https://dblp.org/rec/journals/rairo/CerdaHernandezLY24
Jose Javier Cerda-Hernández, Artem Logachov, Anatoly Yambartsev:
Bid-ask spread dynamics: large upward jump with geometric catastrophes. RAIRO Oper. Res. 58(2): 1375-1399 (2024)

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