A mathematical framework for modeling order book dynamics (Q7010914)
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scientific article; zbMATH DE number 8013080
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A mathematical framework for modeling order book dynamics |
scientific article; zbMATH DE number 8013080 |
Statements
A mathematical framework for modeling order book dynamics (English)
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19 March 2025
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limit order book
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stochastic model
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quantitative finance
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market microstructure
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measure-valued process
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Markov processes
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marked point process
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infinitesimal generator
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