Hugh Christensen
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 |
|---|---|---|
| A correction note for price dynamics in a Markovian limit order market SIAM Journal on Financial Mathematics | 2016-05-20 | Paper |
| Rebuilding the limit order book: sequential Bayesian inference on hidden states Quantitative Finance | 2014-01-23 | Paper |
Research outcomes over time
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