A functional limit theorem for limit order books with state dependent price dynamics (Q1688017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional limit theorem for limit order books with state dependent price dynamics |
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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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