Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739): Difference between revisions

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Latest revision as of 15:31, 15 July 2024

scientific article; zbMATH DE number 6870292
Language Label Description Also known as
English
Endogenous Formation of Limit Order Books: Dynamics Between Trades
scientific article; zbMATH DE number 6870292

    Statements

    Endogenous Formation of Limit Order Books: Dynamics Between Trades (English)
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    18 May 2018
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    market microstructure
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    limit order book
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    continuum-player game
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    control-stopping game
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    RBSDE with oblique reflection
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    fixed-point problem with discontinuity
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