The following pages link to Limit order books (Q2871425):
Displayed 9 items.
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
- Pricing and clearing combinatorial markets with singleton and swap orders. Efficient algorithms for the futures opening auction problem (Q2014365) (← links)
- A one-level limit order book model with memory and variable spread (Q2360238) (← links)
- A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182) (← links)
- Coupling Limit Order Books and Branching Random Walks (Q2923425) (← links)
- GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (Q2986667) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)