Reduced form modeling of limit order markets
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Publication:2873532
DOI10.1080/14697688.2011.589402zbMath1279.91193arXiv1006.4517MaRDI QIDQ2873532
Publication date: 24 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.4517
91G70: Statistical methods; risk measures
91B70: Stochastic models in economics
91B24: Microeconomic theory (price theory and economic markets)
Related Items
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