Hugh Christensen
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A correction note for price dynamics in a Markovian limit order market SIAM Journal on Financial Mathematics | 2016-05-20 | Paper |
| Rebuilding the limit order book: sequential Bayesian inference on hidden states Quantitative Finance | 2014-01-23 | Paper |
Research outcomes over time
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