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20112024
most citedFrom non equilibrium quantum Brownian motion to impurity dynamics in 1D quantum liquids

38 citations · 75 across the 8 of their papers we have counts for

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q-fin.TR2016

A continuous and efficient fundamental price on the discrete order book grid

Julius Bonart, Fabrizio Lillo

This paper develops a model of liquidity provision in financial markets by adapting the Madhavan, Richardson, and Roomans (1997) price formation model to realistic order books with…