Pages that link to "Item:Q2923425"
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The following pages link to Coupling Limit Order Books and Branching Random Walks (Q2923425):
Displayed 3 items.
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
- A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
- A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)