Self-exciting price impact via negative resilience in stochastic order books (Q6385032)
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scientific article; zbMATH DE number 7859351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-exciting price impact via negative resilience in stochastic order books |
scientific article; zbMATH DE number 7859351 |
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7 December 2021
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q-fin.TR
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math.OC
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math.PR
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Self-exciting price impact via negative resilience in stochastic order books (English)
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