Pages that link to "Item:Q4595967"

The following pages link to A Law of Large Numbers for Limit Order Books (Q4595967):

Displaying 13 items.

• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
• Second order approximations for limit order books (Q1788823) (← links)
• A diffusion approximation for limit order book models (Q2010486) (← links)
• A switching microstructure model for stock prices (Q2312402) (← links)
• Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
• HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
• ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (Q5056633) (← links)
• Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
• A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
• A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
• A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
• Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)