Diffusive behavior and the modeling of characteristic times in limit order executions (Q3645197)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusive behavior and the modeling of characteristic times in limit order executions |
scientific article |
Statements
Diffusive behavior and the modeling of characteristic times in limit order executions (English)
0 references
16 November 2009
0 references
econophysics
0 references
limit order market
0 references
microstructure
0 references
first passage time
0 references
censored data
0 references
time to fill
0 references
