A buffer Hawkes process for limit order books (Q6292362)
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scientific article; zbMATH DE number 900329091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A buffer Hawkes process for limit order books |
scientific article; zbMATH DE number 900329091 |
Statements
10 October 2017
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math.PR
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q-fin.MF
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