A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (Q2853371)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MATHEMATICAL APPROACH TO ORDER BOOK MODELING |
scientific article |
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A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (English)
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21 October 2013
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limit order book
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agent-based modeling
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order flow
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bid-ask spread
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Markov chain
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stochastic stability
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FCLT
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geometric mixing
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