Alberto Bressan, Giancarlo Facchi. A Bidding Game in a Continuum Limit Order Book. SIAM J. Control and Optimization, 51(5):3459-3485, 2013. [doi]
@article{BressanF13,
title = {A Bidding Game in a Continuum Limit Order Book},
author = {Alberto Bressan and Giancarlo Facchi},
year = {2013},
doi = {10.1137/120896359},
url = {http://dx.doi.org/10.1137/120896359},
researchr = {https://researchr.org/publication/BressanF13},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {51},
number = {5},
pages = {3459-3485},
}