Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836): Difference between revisions

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Latest revision as of 04:10, 11 July 2024

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Long-Time Behavior of a Hawkes Process--Based Limit Order Book
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    Long-Time Behavior of a Hawkes Process--Based Limit Order Book (English)
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    9 December 2015
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    limit order book
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    Hawkes processes
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    limit theorems
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