Self-exciting price impact via negative resilience in stochastic order books (Q6385032): Difference between revisions

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Latest revision as of 19:34, 30 December 2024

scientific article; zbMATH DE number 7859351
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Self-exciting price impact via negative resilience in stochastic order books
scientific article; zbMATH DE number 7859351

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    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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