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