Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling limit of a limit order book model via the regenerative characterization of Lévy trees |
scientific article |
Statements
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (English)
0 references
14 March 2018
0 references
limit order book
0 references
scaling limits
0 references
Lévy trees
0 references
0 references
0 references
0 references
