Pages that link to "Item:Q4607054"

The following pages link to Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054):

Displayed 11 items.

• Second order approximations for limit order books (Q1788823) ‎ (← links)
• A diffusion approximation for limit order book models (Q2010486) ‎ (← links)
• From tick data to semimartingales (Q2240473) ‎ (← links)
• Statistical inference for ergodic point processes and application to limit order book (Q2359704) ‎ (← links)
• Modelling intensities of order flows in a limit order book (Q4555100) ‎ (← links)
• Optimal inventory management and order book modeling (Q4967868) ‎ (← links)
• State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) ‎ (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) ‎ (← links)
• A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) ‎ (← links)
• Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) ‎ (← links)
• A generative model of a limit order book using recurrent neural networks (Q6166215) ‎ (← links)