Pages that link to "Item:Q4683096"
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The following pages link to The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096):
Displayed 10 items.
- Rigorous results for the Stigler-Luckock model for the evolution of an order book (Q1661559) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Statistical inference for ergodic point processes and application to limit order book (Q2359704) (← links)
- Modelling intensities of order flows in a limit order book (Q4555100) (← links)
- The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
- A deep learning approach to estimating fill probabilities in a limit order book (Q5051972) (← links)
- Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
- Clearing price distributions in call auctions (Q5139246) (← links)
- A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
- STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL (Q5367502) (← links)