中国科学院数学与系统科学研究院期刊网
Optimal high-frequency market making strategy research based on limit order book
SONG Bin, LIN Mu, TIAN Yijia
Systems Engineering - Theory & Practice . 2018, (1): 16 -34 .  DOI: 10.12011/1000-6788(2018)01-0016-19