A mathematical approach to order book modeling (Q2853371)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6217599
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A mathematical approach to order book modeling |
scientific article; zbMATH DE number 6217599 |
Statements
21 October 2013
0 references
limit order book
0 references
agent-based modeling
0 references
order flow
0 references
bid-ask spread
0 references
Markov chain
0 references
stochastic stability
0 references
FCLT
0 references
geometric mixing
0 references
0 references
A mathematical approach to order book modeling (English)
0 references
0.8263868093490601
0 references
0.8247841596603394
0 references
0.8160282969474792
0 references
0.8153941631317139
0 references
0.8087824583053589
0 references
