The dynamic evolution of the limit order book driven by order flows (Q2887623)
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scientific article; zbMATH DE number 6042011
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The dynamic evolution of the limit order book driven by order flows |
scientific article; zbMATH DE number 6042011 |
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1 June 2012
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stock markets
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limit order book
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stochastic processes
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birth-death processes
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The dynamic evolution of the limit order book driven by order flows (English)
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0.8488543629646301
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0.8408225774765015
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0.826891303062439
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0.8262374997138977
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0.826158881187439
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