Pages that link to "Item:Q5266362"
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The following pages link to A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362):
Displayed 10 items.
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Second order approximations for limit order books (Q1788823) (← links)
- A diffusion approximation for limit order book models (Q2010486) (← links)
- Solutions of mixed-type functional differential equations with state-dependence (Q2069179) (← links)
- Positive solutions of iterative functional differential equations and application to mixed-type functional differential equations (Q2090317) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (Q5056633) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Limits of Limit-Order Books (Q6061113) (← links)