A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392)
From MaRDI portal
scientific article; zbMATH DE number 7392178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics |
scientific article; zbMATH DE number 7392178 |
Statements
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (English)
0 references
8 September 2021
0 references
limit order book
0 references
market microstructure
0 references
stochastic PDE
0 references
moving boundary problem
0 references
volatility
0 references
liquidity
0 references
