Second order approximations for limit order books (Q1788823)

From MaRDI portal
Revision as of 19:34, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Second order approximations for limit order books
scientific article

    Statements

    title
    Second order approximations for limit order books (English)
    0 references
    author
    Ulrich Horst
    0 references
    Dörte Kreher
    0 references
    publication date
    8 October 2018
    0 references
    zbMATH Keywords
    functional central limit theorem
    0 references
    second order approximation
    0 references
    high-frequency limit
    0 references
    limit order book
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    60F17
    0 references
    60F05
    0 references
    60H10
    0 references
    60H15
    0 references
    zbMATH DE Number
    6948967
    0 references
    OpenAlex ID
    W2964069847
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1788823&oldid=31564711"
    Powered by MediaWiki