Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739)
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scientific article; zbMATH DE number 6870292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Endogenous Formation of Limit Order Books: Dynamics Between Trades |
scientific article; zbMATH DE number 6870292 |
Statements
Endogenous Formation of Limit Order Books: Dynamics Between Trades (English)
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18 May 2018
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market microstructure
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limit order book
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continuum-player game
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control-stopping game
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RBSDE with oblique reflection
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fixed-point problem with discontinuity
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