Pages that link to "Item:Q1788823"
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The following pages link to Second order approximations for limit order books (Q1788823):
Displayed 4 items.
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Limits of Limit-Order Books (Q6061113) (← links)