A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Correction Note for Price Dynamics in a Markovian Limit Order Market |
scientific article |
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A Correction Note for Price Dynamics in a Markovian Limit Order Market (English)
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20 May 2016
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limit order book
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random walk
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price dynamics
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hitting probability
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