Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Time Behavior of a Hawkes Process--Based Limit Order Book |
scientific article |
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Long-Time Behavior of a Hawkes Process--Based Limit Order Book (English)
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9 December 2015
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limit order book
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Hawkes processes
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limit theorems
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