A one-level limit order book model with memory and variable spread (Q2360238)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A one-level limit order book model with memory and variable spread |
scientific article |
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A one-level limit order book model with memory and variable spread (English)
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30 June 2017
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limit order book model
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price process formation
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diffusion approximation
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heavy traffic
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