Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054)
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scientific article; zbMATH DE number 6849041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework |
scientific article; zbMATH DE number 6849041 |
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Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (English)
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12 March 2018
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order book modeling
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microstructure
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high frequency data
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limit theorems
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