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

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+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
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+A Stochastic Model for Order Book Dynamics
@@ Property / cites work: A Stochastic Model for Order Book Dynamics / rank @@
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+Real-time queues in heavy traffic with earliest-deadline-first queue discipline
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+Q3721531
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+Multiple channel queues in heavy traffic. I
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+Q4039796
@@ Property / cites work: Q4039796 / rank @@
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+Functional Limit Theorems for a Simple Auction
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+A steady-state model of the continuous double auction
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+Market Behavior in a Clearing House
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