Reduced form modeling of limit order markets (Q2873532)
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 6250073
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reduced form modeling of limit order markets |
scientific article; zbMATH DE number 6250073 |
Statements
Reduced form modeling of limit order markets (English)
0 references
24 January 2014
0 references
limit order market
0 references
liquidity modelling
0 references
trading costs
0 references
stochastic models
0 references
0.8138160109519958
0 references
0.8015204071998596
0 references
0.7965317368507385
0 references
0.7879294157028198
0 references
0.786632776260376
0 references
