HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410): Difference between revisions

@@ Property / arXiv ID @@
+.7502
@@ Property / arXiv ID: 1411.7502 / rank @@
+Normal rank
@@ Property / cites work @@
+A MATHEMATICAL APPROACH TO ORDER BOOK MODELING
@@ Property / cites work: A MATHEMATICAL APPROACH TO ORDER BOOK MODELING / rank @@
+Normal rank
@@ Property / cites work @@
+A functional limit theorem for limit order books with state dependent price dynamics
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Price Dynamics in a Markovian Limit Order Market
@@ Property / cites work: Price Dynamics in a Markovian Limit Order Market / 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 @@
+Q3142396
@@ Property / cites work: Q3142396 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit order books
@@ Property / cites work: Limit order books / rank @@
+Normal rank
@@ Property / cites work @@
+A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics
+Normal rank
@@ Property / cites work @@
+A Law of Large Numbers for Limit Order Books
@@ Property / cites work: A Law of Large Numbers for Limit Order Books / rank @@
+Normal rank
@@ Property / cites work @@
+A generalized birth–death stochastic model for high-frequency order book dynamics
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4223675
@@ Property / cites work: Q4223675 / rank @@
+Normal rank
@@ Property / cites work @@
+A multiscale model of high-frequency trading
@@ Property / cites work: A multiscale model of high-frequency trading / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896729
@@ Property / cites work: Q2896729 / 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 @@
+Limiting distribution for a simple model of order book dynamics
+Normal rank
@@ Property / cites work @@
+Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
+Normal rank
@@ Property / cites work @@
+Scaling limit of a limit order book model via the regenerative characterization of Lévy trees
+Normal rank
@@ Property / cites work @@
+Stochastic Orderings for Markov Processes on Partially Ordered Spaces
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuation analysis for the loss from default
@@ Property / cites work: Fluctuation analysis for the loss from default / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3121208517
@@ Property / OpenAlex ID: W3121208517 / rank @@
+Normal rank