A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362): Difference between revisions

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Latest revision as of 21:46, 13 July 2024

scientific article; zbMATH DE number 6725626
Language Label Description Also known as
English
A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics
scientific article; zbMATH DE number 6725626

    Statements

    A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (English)
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    2 June 2017
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    limit order book
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    weak law of large numbers
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    market microstructure
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    high frequency limit
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    fixed point iteration
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    Identifiers