Pages that link to "Item:Q4628410"
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The following pages link to HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410):
Displayed 7 items.
- Second order approximations for limit order books (Q1788823) (← links)
- Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
- A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Limits of Limit-Order Books (Q6061113) (← links)