A mathematical approach to order book modeling (Q2853371)
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scientific article; zbMATH DE number 6217599
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A mathematical approach to order book modeling |
scientific article; zbMATH DE number 6217599 |
Statements
21 October 2013
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limit order book
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agent-based modeling
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order flow
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bid-ask spread
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Markov chain
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stochastic stability
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FCLT
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geometric mixing
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A mathematical approach to order book modeling (English)
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0.8263868093490601
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0.8247841596603394
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0.8160282969474792
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0.8153941631317139
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0.8087824583053589
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