@article{alimitorderbookmodelforhighfrequency,
  title = {A Limit Order Book Model for High Frequency Trading with Rough Volatility},
  author = {Yun Chen-Shue and Yukun Li and Jiongmin Yong},
  year = {2024},
  eprint = {2412.16850},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2412.16850v1},
}