Second order approximations for limit order books (Q1788823)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order approximations for limit order books |
scientific article |
Statements
Second order approximations for limit order books (English)
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8 October 2018
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functional central limit theorem
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second order approximation
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high-frequency limit
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limit order book
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