Pages that link to "Item:Q5266360"
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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)