Limit Order Books - Abergel, Frederic a Anane, Marouane a Chakraborti, Anirban (Jawaharlal Nehru University) a Jedidi, Aymen a Muni Toke, Ioane

Limit order books and order-driven markets form one of the main fields in market microstructure, an area which has triggered a considerable amount of interest amongst both researchers and market practitioners. This text is devoted to the statistical, mathematical and numerical aspects of limit order books.