"On Bid and Ask Side-Specific Tick Sizes."

Bastien Baldacci et al. (2023)

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DOI: 10.1137/21M146065X

access: closed

type: Journal Article

metadata version: 2023-12-10

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Bastien Baldacci, Philippe Bergault, Joffrey Derchu, Mathieu Rosenbaum:
On Bid and Ask Side-Specific Tick Sizes. SIAM J. Financial Math. 14(4): 1215-1248 (2023)

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