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Chair of Quantitative Finance

Limit order books

Our book on limit order books has been released by Cambridge University Press in March 2016 LOB at CUP

Coordinates

Chair of Quantitative Finance
Laboratoire de Mathématiques Appliquées aux Systèmes
École Centrale Paris

Grande Voie des Vignes
92290 Châtenay-Malabry
FRANCE
Tel.: +33 1 41 13 18 95
Email: sylvie.dervin@ecp.fr