A Stochastic Model for Order Book Dynamics (Q3098255)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Model for Order Book Dynamics |
scientific article |
Statements
A Stochastic Model for Order Book Dynamics (English)
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17 November 2011
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limit order book
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financial engineering
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Laplace transform inversion
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queueing systems
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simulation
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