Ban Zheng
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modelling bid and ask prices using constrained Hawkes processes: ergodicity and scaling limit SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
Research outcomes over time
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