A Law of Large Numbers for Limit Order Books (Q4595967)
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scientific article; zbMATH DE number 6816366
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Law of Large Numbers for Limit Order Books |
scientific article; zbMATH DE number 6816366 |
Statements
A Law of Large Numbers for Limit Order Books (English)
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7 December 2017
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limit order book
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scaling limit
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averaging principle
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queueing theory
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0.8944033
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0.8860055
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0.87446576
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0.8644535
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0.8565424
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0.8474702
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0.84083116
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