A stochastic model for order book dynamics (Q3098255)
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scientific article; zbMATH DE number 5973505
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| default for all languages | No label defined |
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| English | A stochastic model for order book dynamics |
scientific article; zbMATH DE number 5973505 |
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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0.8814217448234558
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0.8618989586830139
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0.8512707352638245
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0.8478540182113647
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0.8454344868659973
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