Pages that link to "Item:Q5219304"

The following pages link to A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304):

Displaying 10 items.

• Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) (← links)
• Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
• A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
• A dynamic model of the limit order book (Q2284921) (← links)
• A switching microstructure model for stock prices (Q2312402) (← links)
• How much market making does a market need? (Q4555283) (← links)
• A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
• Optimal Auction Duration: A Price Formation Viewpoint (Q5031656) (← links)
• Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
• Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)