A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392): Difference between revisions

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Latest revision as of 13:24, 26 July 2024

scientific article; zbMATH DE number 7392178
Language Label Description Also known as
English
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics
scientific article; zbMATH DE number 7392178

    Statements

    A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (English)
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    8 September 2021
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    limit order book
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    market microstructure
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    stochastic PDE
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    moving boundary problem
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    volatility
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    liquidity
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