Pages that link to "Item:Q5266360"

The following pages link to A Semi-Markovian Modeling of Limit Order Markets (Q5266360):

Displayed 6 items.

• ROCOF of higher order for semi-Markov processes (Q2101996) ‎ (← links)
• Stochastic modelling of big data in finance (Q2218868) ‎ (← links)
• Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) ‎ (← links)
• A level-1 limit order book with time dependent arrival rates (Q2283666) ‎ (← links)
• GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (Q2986667) ‎ (← links)
• A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) ‎ (← links)