Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954)

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Scaling limit of a limit order book model via the regenerative characterization of Lévy trees
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    Statements

    title
    Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (English)
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    author
    Peter Lakner
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    Josh Reed
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    Florian Simatos
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    publication date
    14 March 2018
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    zbMATH Keywords
    limit order book
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    scaling limits
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    Lévy trees
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    cites work
    Q5738846
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    Queueing in space
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    Q4888858
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    Q4269108
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    Q4789939
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    Limit order books
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    Q4794126
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    Q4778955
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    Q2774021
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    Q4002114
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    Q4326611
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    Q3099670
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    Q3334756
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    Identifiers

    zbMATH DE Number
    6849805
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    OpenAlex ID
    W2962819736
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    arXiv ID
    1312.2340
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