HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410)

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scientific article; zbMATH DE number 7035540
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HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS
scientific article; zbMATH DE number 7035540

    Statements

    title
    HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (English)
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    publication date
    13 March 2019
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    Mathematics Subject Classification ID
    91G10
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    91G80
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    60F17
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    60J28
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    90B22
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    zbMATH DE Number
    7035540
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    zbMATH Keywords
    applied probability
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    mathematical finance
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    queueing theory
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    stochastic modeling
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    arXiv ID
    1411.7502
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    OpenAlex ID
    W3121208517
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