Second order approximations for limit order books (Q1788823)
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scientific article; zbMATH DE number 6948967
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Second order approximations for limit order books |
scientific article; zbMATH DE number 6948967 |
Statements
Second order approximations for limit order books (English)
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8 October 2018
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functional central limit theorem
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second order approximation
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high-frequency limit
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limit order book
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0.8429484367370605
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0.8367776274681091
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0.8356441855430603
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0.8120781183242798
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0.808310329914093
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