@article{CHFMJ_2020_5_1_a6,
     author = {M. M. Dyshaev},
     title = {On measuring the cost of liquidity in the limit order book},
     journal = {\v{C}el\^abinskij fiziko-matemati\v{c}eskij \v{z}urnal},
     pages = {96--104},
     publisher = {mathdoc},
     volume = {5},
     number = {1},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CHFMJ_2020_5_1_a6/}
}