A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (Q2853371): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1010.5136 / rank | |||
Normal rank | |||
Revision as of 09:05, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MATHEMATICAL APPROACH TO ORDER BOOK MODELING |
scientific article |
Statements
A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (English)
0 references
21 October 2013
0 references
limit order book
0 references
agent-based modeling
0 references
order flow
0 references
bid-ask spread
0 references
Markov chain
0 references
stochastic stability
0 references
FCLT
0 references
geometric mixing
0 references
