A Few Simulation Results of Basic Models of Limit Order Books
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Publication:5227351
DOI10.1007/978-3-030-11364-3_3zbMath1422.91815OpenAlexW2931327582MaRDI QIDQ5227351
Publication date: 26 July 2019
Published in: New Economic Windows (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-11364-3_3
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial science and mathematical finance (91G99)
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