@article{202106.0478, doi = {10.20944/preprints202106.0478.v1}, url = {https://doi.org/10.20944/preprints202106.0478.v1}, year = 2021, month = {June}, publisher = {Preprints}, author = {Helder Rojas and Anatoly Yambartsev and Artem Logachov}, title = {Order Book Dynamics with Liquidity Fluctuations: Limit Theorems and Large Deviations}, journal = {Preprints} }