Pages that link to "Item:Q5704148"
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The following pages link to Functional Limit Theorems for a Simple Auction (Q5704148):
Displaying 7 items.
- Limiting distribution for a simple model of order book dynamics (Q1935649) (← links)
- A one-level limit order book model with memory and variable spread (Q2360238) (← links)
- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS (Q3503185) (← links)
- Inventory Accumulation with $k$ Products (Q4601282) (← 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)
