Long-time behavior of a Hawkes process-based limit order book (Q3456836)
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scientific article; zbMATH DE number 6518533
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| default for all languages | No label defined |
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| English | Long-time behavior of a Hawkes process-based limit order book |
scientific article; zbMATH DE number 6518533 |
Statements
Long-Time Behavior of a Hawkes Process--Based Limit Order Book (English)
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9 December 2015
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limit order book
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Hawkes processes
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limit theorems
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0.8547866940498352
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0.8511525988578796
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0.8371678590774536
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0.8096734285354614
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0.8072679042816162
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