Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Rama Cont, Marvin S. Müller. A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics. SIAM J. Financial Math., 12(2):744-787, 2021. [doi]
Abstract is missing.