A numerical correction of the M1-model in the diffusive limit
DOI10.3934/DCDSS.2012.5.245zbMATH Open1242.76154OpenAlexW2312372952MaRDI QIDQ428455FDOQ428455
Authors: Christophe Berthon, Rodolphe Turpault 
Publication date: 22 June 2012
Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdss.2012.5.245
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- The interacting gaps model: reconciling theoretical and numerical approaches to limit-order models
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- Numerical approximation of the \(M_1\)-model
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