Pages that link to "Item:Q5227409"
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The following pages link to A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409):
Displayed 6 items.
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
- Limits of Limit-Order Books (Q6061113) (← links)
- Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (Q6115890) (← links)