@article{secondorderapproximationoflimitorder,
  title = {Second-Order Approximation of Limit Order Books in a Single-Scale Regime},
  author = {Ulrich Horst and Dörte Kreher and Konstantins Starovoitovs},
  year = {2023},
  eprint = {2308.00805},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2308.00805v2},
}