Pages that link to "Item:Q4595967"

The following pages link to A Law of Large Numbers for Limit Order Books (Q4595967):

Displaying 5 items.

• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
• Second order approximations for limit order books (Q1788823) (← links)
• A diffusion approximation for limit order book models (Q2010486) (← links)
• A switching microstructure model for stock prices (Q2312402) (← links)