Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054): Difference between revisions

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Latest revision as of 08:52, 30 July 2024

scientific article; zbMATH DE number 6849041
Language Label Description Also known as
English
Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework
scientific article; zbMATH DE number 6849041

    Statements

    Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (English)
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    12 March 2018
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    order book modeling
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    microstructure
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    high frequency data
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    limit theorems
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