Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusive behavior and the modeling of characteristic times in limit order executions |
scientific article |
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Diffusive behavior and the modeling of characteristic times in limit order executions (English)
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16 November 2009
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econophysics
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limit order market
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microstructure
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first passage time
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censored data
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time to fill
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