Limiting distribution for a simple model of order book dynamics (Q1935649): Difference between revisions

@@ Property / author @@
+Łukasz Kruk
@@ Property / author: Łukasz Kruk / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.2478/s11533-012-0098-3
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@@ Property / OpenAlex ID @@
+W2094219497
@@ Property / OpenAlex ID: W2094219497 / rank @@
+Normal rank
@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Model for Order Book Dynamics
@@ Property / cites work: A Stochastic Model for Order Book Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+Real-time queues in heavy traffic with earliest-deadline-first queue discipline
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple channel queues in heavy traffic. I
@@ Property / cites work: Multiple channel queues in heavy traffic. I / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039796
@@ Property / cites work: Q4039796 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional Limit Theorems for a Simple Auction
@@ Property / cites work: Functional Limit Theorems for a Simple Auction / rank @@
+Normal rank
@@ Property / cites work @@
+A steady-state model of the continuous double auction
+Normal rank
@@ Property / cites work @@
+Market Behavior in a Clearing House
@@ Property / cites work: Market Behavior in a Clearing House / rank @@
+Normal rank