A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409)
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scientific article; zbMATH DE number 7086438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Scaling Limit for Limit Order Books Driven by Hawkes Processes |
scientific article; zbMATH DE number 7086438 |
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A Scaling Limit for Limit Order Books Driven by Hawkes Processes (English)
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26 July 2019
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limit order books
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Hawkes processes
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scaling limit
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