A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182): Difference between revisions

@@ Property / author @@
-Simon J. Godsill
@@ Property / author: Simon J. Godsill / rank @@
-Normal rank
@@ Property / author @@
+Simon J. Godsill
@@ Property / author: Simon J. Godsill / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Q2919951
@@ Property / cites work: Q2919951 / 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 @@
+Note on the inversion theorem
@@ Property / cites work: Note on the inversion theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Limit order books
@@ Property / cites work: Limit order books / rank @@
+Normal rank
@@ Property / cites work @@
+Q4943598
@@ Property / cites work: Q4943598 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio Liquidation with Limit Orders
@@ Property / cites work: Optimal Portfolio Liquidation with Limit Orders / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal high-frequency trading with limit and market orders
+Normal rank
@@ Property / cites work @@
+Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes
+Normal rank
@@ Property / cites work @@
+Random walks in $(\mathbb{Z}_{+})^{2}$ with non-zero drift absorbed at the axes
+Normal rank
@@ Property / cites work @@
+Random Walks Reaching Against all Odds the other Side of the Quarter Plane
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1137/16m1057437
+Normal rank
@@ Property / OpenAlex ID @@
+W2316583014
@@ Property / OpenAlex ID: W2316583014 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2808182