Second order approximations for limit order books (Q1788823)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Second order approximations for limit order books |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Second order approximations for limit order books |
scientific article |
Statements
Second order approximations for limit order books (English)
0 references
8 October 2018
0 references
functional central limit theorem
0 references
second order approximation
0 references
high-frequency limit
0 references
limit order book
0 references
0 references
0 references
0.8429484367370605
0 references
0.8367776274681091
0 references
0.8356441855430603
0 references
0.8120781183242798
0 references
0.808310329914093
0 references
