TY - GENERIC DO - 10.20944/preprints202106.0478.v1 UR - http://dx.doi.org/10.20944/preprints202106.0478.v1 TI - Order Book Dynamics with Liquidity Fluctuations: Limit Theorems and Large Deviations T2 - Preprints AU - Rojas, Helder AU - Yambartsev, Anatoly AU - Logachov, Artem PY - 2021 DA - 2021/06/18 PB - Preprints