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	Diffusion scaling of a limit-order book model Steven Shreve Carnegie Mellon University (Dated: February 5, 2015) With the movement of trading away from the trading floor onto electronic exchanges - and the accompanying r Add to Reading List Document Date: 2015-01-12 20:59:53 Open Document File Size: 49,59 KB Share Result on Facebook

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Diffusion scaling of a limit-order book model Steven Shreve Carnegie Mellon University (Dated: February 5, 2015) With the movement of trading away from the trading floor onto electronic exchanges - and the accompanying rAdd to Reading List