A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362)
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scientific article; zbMATH DE number 6725626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics |
scientific article; zbMATH DE number 6725626 |
Statements
A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (English)
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2 June 2017
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limit order book
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weak law of large numbers
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market microstructure
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high frequency limit
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fixed point iteration
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