Pages that link to "Item:Q1704954"

The following pages link to Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954):

Displayed 9 items.

• Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) ‎ (← links)
• Second order approximations for limit order books (Q1788823) ‎ (← links)
• A diffusion approximation for limit order book models (Q2010486) ‎ (← links)
• Penalty method for obliquely reflected diffusions (Q2058439) ‎ (← links)
• HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) ‎ (← links)
• Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets (Q5031627) ‎ (← links)
• A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) ‎ (← links)
• A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) ‎ (← links)
• Limits of Limit-Order Books (Q6061113) ‎ (← links)