Self-exciting price impact via negative resilience in stochastic order books (Q6385032): Difference between revisions
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| Property / DOI: 10.1007/s10479-022-04973-0 / rank | |||
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Self-exciting price impact via negative resilience in stochastic order books (English) | |||
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| Property / DOI: 10.1007/S10479-022-04973-0 / rank | |||
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Latest revision as of 19:34, 30 December 2024
scientific article; zbMATH DE number 7859351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-exciting price impact via negative resilience in stochastic order books |
scientific article; zbMATH DE number 7859351 |
Statements
7 December 2021
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q-fin.TR
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math.OC
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math.PR
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Self-exciting price impact via negative resilience in stochastic order books (English)
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