A one-level limit order book model with memory and variable spread (Q2360238)

From MaRDI portal
Revision as of 02:18, 14 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A one-level limit order book model with memory and variable spread
scientific article

    Statements

    A one-level limit order book model with memory and variable spread (English)
    0 references
    30 June 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    limit order book model
    0 references
    price process formation
    0 references
    diffusion approximation
    0 references
    heavy traffic
    0 references
    0 references
    0 references