A Semi-Markovian Modeling of Limit Order Markets (Q5266360)
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scientific article; zbMATH DE number 6725624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Semi-Markovian Modeling of Limit Order Markets |
scientific article; zbMATH DE number 6725624 |
Statements
A Semi-Markovian Modeling of Limit Order Markets (English)
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2 June 2017
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limit order book
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Markov renewal process
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semi-Markov process
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diffusion limit
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duration analysis
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Weibull distribution
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gamma distributions
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Burr distribution
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