Non-uniformly sampled simulated price impact of an order-book (Q6633282)
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scientific article; zbMATH DE number 7939172
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-uniformly sampled simulated price impact of an order-book |
scientific article; zbMATH DE number 7939172 |
Statements
Non-uniformly sampled simulated price impact of an order-book (English)
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5 November 2024
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limit order book
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anomalous diffusion
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discrete time random walk
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price impact
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econophysics
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0.7472221255302429
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0.7410855889320374
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0.7254899740219116
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0.7172179222106934
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0.7164733409881592
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