Pages that link to "Item:Q1704954"
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The following pages link to Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954):
Displaying 9 items.
- Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) (← links)
- Second order approximations for limit order books (Q1788823) (← links)
- A diffusion approximation for limit order book models (Q2010486) (← links)
- Penalty method for obliquely reflected diffusions (Q2058439) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets (Q5031627) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
- Limits of Limit-Order Books (Q6061113) (← links)