Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model |
scientific article; zbMATH DE number 7671147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model |
scientific article; zbMATH DE number 7671147 |
Statements
Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (English)
0 references
31 March 2023
0 references
limit order book
0 references
market microstructure
0 references
high-frequency limit
0 references
semimartingale convergence
0 references
jump diffusion
0 references
