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