Frédéric Abergel
Limit Order Books
Market microstructure
Confession d'un tricheur
Econophysics and Data Driven Modelling of Market Dynamics
Econophysics and Sociophysics
Econophysics of Agent-Based Models
Econophysics of Order-driven Markets
Econophysics of Systemic Risk and Network Dynamics
New Perspectives and Challenges in Econophysics and Sociophysics
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