A functional limit theorem for limit order books with state dependent price dynamics (Q1688017)
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scientific article; zbMATH DE number 6822205
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A functional limit theorem for limit order books with state dependent price dynamics |
scientific article; zbMATH DE number 6822205 |
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A functional limit theorem for limit order books with state dependent price dynamics (English)
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4 January 2018
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limit order book
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functional limit theorem
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stochastic partial differential equation
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0.92774266
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0.8917511
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0.88600034
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0.8845795
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0.8783016
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0.87506497
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0.87446576
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0.8652469
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