A correction note for price dynamics in a Markovian limit order market (Q2808182)
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scientific article; zbMATH DE number 6583482
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| English | A correction note for price dynamics in a Markovian limit order market |
scientific article; zbMATH DE number 6583482 |
Statements
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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A correction note for price dynamics in a Markovian limit order market (English)
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0.7335633635520935
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0.7286531329154968
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0.6875264644622803
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0.6845635175704956
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