RAIRO - Operations Research

Bid-ask spread dynamics: large upward jump with geometric catastrophes

Jose Javier Cerda-Hernández, Artem Logachov and Anatoly Yambartsev

RAIRO-Oper. Res., 58 2 (2024) 1375-1399

Published online: 05 April 2024

DOI: 10.1051/ro/2024039

Jose Javier Cerda-Hernández

Artem Logachov

Anatoly Yambartsev

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