Pages that link to "Item:Q4607054"
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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)