A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409)

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scientific article; zbMATH DE number 7086438
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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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