Pages that link to "Item:Q5126683"
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The following pages link to Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683):
Displaying 3 items.
- Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes (Q2677477) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection (Q6496376) (← links)
