Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683)
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scientific article; zbMATH DE number 7262551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models |
scientific article; zbMATH DE number 7262551 |
Statements
Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (English)
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20 October 2020
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limit order books
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microscopic, mesoscopic and macroscopic frameworks
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high- to ultra high-frequency setting
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stochastic partial differential equations
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