Limiting distribution for a simple model of order book dynamics (Q1935649): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q343805 |
Changed an Item |
||
| Property / author | |||
| Property / author: Łukasz Kruk / rank | |||
Normal rank | |||
Revision as of 09:09, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting distribution for a simple model of order book dynamics |
scientific article |
Statements
Limiting distribution for a simple model of order book dynamics (English)
0 references
18 February 2013
0 references
order book dynamics
0 references
bid-ask spread
0 references
utility
0 references
waiting costs
0 references
measure-valued process
0 references
weak convergence
0 references
Laplace transform
0 references
